+1,382.0%
FERG vs CB
+947.2%
+434.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | +8.7% | +9.1% | -0.4% | +7.4% |
| 3M | -7.4% | +3.4% | -10.8% | -7.9% |
| 6M | -6.6% | +14.1% | -20.7% | -8.6% |
| YTD | +6.6% | +18.0% | -11.4% | +3.8% |
| 1Y | -3.6% | +30.1% | -33.7% | -7.5% |
| 3Y | +56.4% | +71.8% | -15.4% | +43.6% |
| 5Y | +67.5% | +101.8% | -34.3% | +50.6% |
| 10Y | +434.6% | +252.1% | +182.4% | +357.1% |
| All | +1,382.0% | +947.2% | +434.7% | +1,212.5% |
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