+1,315.5%
FERG vs CNC
+1,078.7%
+236.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +0.9% | -4.9% | +5.8% | +1.2% |
| 30D | -15.1% | -3.8% | -11.3% | -14.9% |
| 3M | -4.8% | -3.2% | -1.6% | -4.8% |
| 6M | -2.5% | +47.9% | -50.3% | -4.7% |
| YTD | +1.8% | +55.7% | -53.9% | -0.9% |
| 1Y | -0.3% | +106.2% | -106.6% | -4.6% |
| 3Y | +52.9% | -2.1% | +55.0% | +50.9% |
| 5Y | +69.3% | +3.4% | +65.9% | +66.9% |
| 10Y | +352.7% | +91.7% | +261.0% | +338.3% |
| All | +1,315.5% | +1,078.7% | +236.8% | +1,244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling