+351.3%
FERG vs CGNX
+193.6%
+157.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | 0.0% |
| 7D | -2.6% | +3.2% | -5.7% | -3.1% |
| 30D | -8.9% | +6.0% | -14.9% | -9.9% |
| 3M | -2.0% | +3.5% | -5.6% | -2.9% |
| 6M | -3.2% | +26.3% | -29.5% | -7.4% |
| YTD | +1.5% | +79.2% | -77.7% | -9.4% |
| 1Y | +0.5% | +43.8% | -43.3% | -7.3% |
| 3Y | +50.4% | +52.0% | -1.5% | +34.1% |
| 5Y | +68.7% | -24.0% | +92.7% | +57.1% |
| All | +351.3% | +193.6% | +157.7% | +357.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling