+1,577.3%
FERG vs CB
+962.4%
+614.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.9% |
| 7D | +6.4% | -1.0% | +7.5% | +6.6% |
| 30D | +19.9% | +7.3% | +12.6% | +18.8% |
| 3M | +5.6% | +7.0% | -1.5% | +4.5% |
| 6M | +9.2% | +16.3% | -7.1% | +6.7% |
| YTD | +20.6% | +19.7% | +0.9% | +17.3% |
| 1Y | +5.7% | +27.8% | -22.1% | +1.7% |
| 3Y | +73.6% | +72.0% | +1.6% | +59.4% |
| 5Y | +86.2% | +104.9% | -18.7% | +67.0% |
| 10Y | +440.7% | +246.7% | +193.9% | +361.8% |
| All | +1,577.3% | +962.4% | +614.8% | +1,382.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling