+430.3%
FERG vs CB
+246.9%
+183.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.5% |
| 7D | +7.2% | +0.7% | +6.5% | +7.1% |
| 30D | +17.9% | +8.2% | +9.7% | +16.2% |
| 3M | -1.3% | +6.3% | -7.6% | -2.4% |
| 6M | +8.3% | +16.2% | -7.9% | +5.0% |
| YTD | +18.3% | +19.3% | -1.0% | +14.0% |
| 1Y | +4.7% | +29.2% | -24.5% | -0.8% |
| 3Y | +70.3% | +71.4% | -1.2% | +51.8% |
| 5Y | +84.6% | +104.2% | -19.6% | +59.2% |
| 10Y | +430.3% | +246.7% | +183.7% | +312.1% |
| All | +430.3% | +246.9% | +183.4% | +312.1% |
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