-2.3%
FERG vs CNP
+7.2%
-9.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | -10.2% | -1.8% | -8.4% | -10.1% |
| 3M | -0.6% | -4.6% | +4.1% | +0.2% |
| 6M | -6.5% | -8.8% | +2.3% | -6.2% |
| YTD | +4.2% | +5.2% | -1.1% | +6.8% |
| 1Y | -2.3% | +8.3% | -10.6% | +3.9% |
| All | -2.3% | +7.2% | -9.5% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling