+55.4%
CVS vs FERG
+50.8%
+4.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -2.0% | -1.0% | -1.0% | -1.9% |
| 30D | +1.9% | -11.8% | +13.7% | +3.3% |
| 3M | -2.2% | -1.2% | -1.0% | -2.2% |
| 6M | +26.7% | -2.3% | +29.0% | +26.4% |
| YTD | +22.9% | +0.8% | +22.1% | +22.0% |
| 1Y | +32.9% | +0.5% | +32.4% | +31.6% |
| All | +55.4% | +50.8% | +4.6% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling