+71.5%
FERG vs CB
+99.7%
-28.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.9% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | -10.2% | -3.1% | -7.1% | -9.4% |
| 3M | -0.6% | +9.0% | -9.5% | -3.8% |
| 6M | -6.5% | +2.9% | -9.4% | -7.9% |
| YTD | +4.2% | +10.1% | -5.9% | +0.1% |
| 1Y | -2.3% | +22.8% | -25.1% | -9.9% |
| 3Y | +48.5% | +73.8% | -25.3% | +15.0% |
| All | +71.5% | +99.7% | -28.2% | +25.1% |
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