+0.5%
FERG vs CAPR
+26.9%
-26.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -1.0% |
| 7D | -1.0% | -10.6% | +9.5% | -1.0% |
| 30D | -11.8% | +111.2% | -123.0% | -11.9% |
| 3M | -1.2% | -67.2% | +66.0% | -1.1% |
| 6M | -2.3% | -75.1% | +72.8% | -2.1% |
| YTD | +0.8% | -71.2% | +72.0% | +1.0% |
| 1Y | +0.5% | +31.1% | -30.6% | +0.3% |
| All | +0.5% | +26.9% | -26.4% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling