+494.6%
FERG vs CB
+246.2%
+248.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.4% | +11.7% | +11.3% |
| 7D | +7.3% | -1.5% | +8.8% | +7.6% |
| 30D | +18.1% | +6.5% | +11.6% | +16.8% |
| 3M | +1.6% | +4.1% | -2.4% | +0.9% |
| 6M | +8.5% | +14.4% | -5.9% | +5.5% |
| YTD | +18.6% | +17.5% | +1.0% | +14.5% |
| 1Y | +5.7% | +27.5% | -21.8% | +0.4% |
| 3Y | +74.0% | +71.6% | +2.4% | +54.9% |
| 5Y | +83.9% | +100.6% | -16.7% | +59.0% |
| 10Y | +494.6% | +243.0% | +251.6% | +350.3% |
| All | +494.6% | +246.2% | +248.4% | +350.3% |
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