+72.6%
FERG vs CAPR
+87.6%
-14.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.9% |
| 7D | +3.4% | -9.5% | +12.9% | +3.5% |
| 30D | -11.5% | +121.5% | -133.0% | -12.3% |
| 3M | +1.3% | -65.4% | +66.6% | +1.7% |
| 6M | -1.0% | -67.5% | +66.6% | -0.5% |
| YTD | +3.2% | -68.6% | +71.8% | +3.6% |
| 1Y | -3.0% | +42.7% | -45.6% | -6.3% |
| 3Y | +55.0% | +43.4% | +11.7% | +39.2% |
| 5Y | +72.6% | +86.0% | -13.4% | +49.4% |
| All | +72.6% | +87.6% | -14.9% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling