+358.9%
FERG vs CB
+214.7%
+144.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | +3.4% | -0.6% | +4.0% | +3.5% |
| 30D | -11.5% | -3.9% | -7.6% | -10.9% |
| 3M | +1.3% | +4.9% | -3.6% | +0.1% |
| 6M | -1.0% | +3.3% | -4.2% | -1.9% |
| YTD | +3.2% | +8.5% | -5.3% | +1.2% |
| 1Y | -3.0% | +22.1% | -25.0% | -7.1% |
| 3Y | +55.0% | +70.1% | -15.1% | +38.3% |
| 5Y | +72.6% | +97.4% | -24.7% | +50.6% |
| 10Y | +358.9% | +216.8% | +142.1% | +275.9% |
| All | +358.9% | +214.7% | +144.2% | +275.9% |
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