+421.0%
FERG vs CB
+246.5%
+174.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +8.2% | 0.0% | +8.1% | +8.1% |
| 30D | +14.4% | +7.4% | +7.0% | +12.9% |
| 3M | +4.3% | +8.6% | -4.3% | +2.7% |
| 6M | +7.9% | +16.1% | -8.3% | +4.6% |
| YTD | +16.3% | +20.2% | -3.9% | +11.9% |
| 1Y | +2.2% | +27.2% | -25.0% | -2.8% |
| 3Y | +67.3% | +72.7% | -5.4% | +48.9% |
| 5Y | +75.3% | +105.9% | -30.6% | +51.0% |
| All | +421.0% | +246.5% | +174.5% | +305.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling