+351.3%
FERG vs CNC
+99.9%
+251.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.8% | +0.6% |
| 7D | -2.6% | -0.9% | -1.6% | -2.5% |
| 30D | -8.9% | -1.0% | -7.9% | -8.9% |
| 3M | -2.0% | +4.5% | -6.6% | -2.5% |
| 6M | -3.2% | +85.2% | -88.4% | -8.1% |
| YTD | +1.5% | +61.4% | -59.9% | -2.8% |
| 1Y | +0.5% | +94.9% | -94.4% | -5.5% |
| 3Y | +50.4% | 0.0% | +50.4% | +47.5% |
| 5Y | +68.7% | +11.2% | +57.5% | +64.8% |
| All | +351.3% | +99.9% | +251.4% | +323.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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