+65.0%
FERG vs CB
+101.1%
-36.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | +8.7% | +9.1% | -0.4% | +5.9% |
| 3M | -7.4% | +3.4% | -10.8% | -8.4% |
| 6M | -6.6% | +14.1% | -20.7% | -10.9% |
| YTD | +6.6% | +18.0% | -11.4% | +0.3% |
| 1Y | -3.6% | +30.1% | -33.7% | -12.5% |
| 3Y | +56.4% | +71.8% | -15.4% | +23.0% |
| All | +65.0% | +101.1% | -36.1% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling