+1,382.0%
FERG vs CAPR
-98.4%
+1,480.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -0.9% |
| 7D | -2.1% | +41.1% | -43.2% | -2.3% |
| 30D | +8.7% | +11.1% | -2.4% | +8.6% |
| 3M | -7.4% | +115.3% | -122.7% | -7.9% |
| 6M | -6.6% | -73.8% | +67.2% | -6.3% |
| YTD | +6.6% | -68.8% | +75.4% | +6.8% |
| 1Y | -3.6% | +43.3% | -46.9% | -5.3% |
| 3Y | +56.4% | +214.7% | -158.3% | +52.0% |
| 5Y | +67.5% | +141.3% | -73.8% | +62.8% |
| 10Y | +434.6% | -67.0% | +501.6% | +419.0% |
| All | +1,382.0% | -98.4% | +1,480.4% | +1,343.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling