-0.3%
FERG vs CB
+22.9%
-23.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.3% |
| 7D | +0.9% | -0.5% | +1.4% | +0.8% |
| 30D | -15.1% | -3.1% | -12.0% | -15.2% |
| 3M | -4.8% | +4.2% | -9.0% | -4.9% |
| 6M | -2.5% | +4.7% | -7.2% | -2.5% |
| YTD | +1.8% | +8.8% | -7.0% | +2.1% |
| 1Y | -0.3% | +22.6% | -23.0% | -0.3% |
| All | -0.3% | +22.9% | -23.2% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling