+2.2%
FERG vs CB
+28.2%
-26.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.6% |
| 7D | +8.2% | 0.0% | +8.1% | +8.2% |
| 30D | +14.4% | +7.4% | +7.0% | +15.0% |
| 3M | +4.3% | +8.6% | -4.3% | +5.0% |
| 6M | +7.9% | +16.1% | -8.3% | +8.9% |
| YTD | +16.3% | +20.2% | -3.9% | +18.7% |
| 1Y | +2.2% | +27.2% | -25.0% | +10.6% |
| All | +2.2% | +28.2% | -26.0% | +10.6% |
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