+348.1%
FERG vs CNP
+137.1%
+211.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -1.0% | -2.2% | +1.1% | -0.8% |
| 30D | -11.8% | -2.1% | -9.8% | -11.7% |
| 3M | -1.2% | -7.9% | +6.7% | -0.6% |
| 6M | -2.3% | -8.3% | +6.0% | -1.7% |
| YTD | +0.8% | +3.8% | -3.0% | +0.5% |
| 1Y | +0.5% | +5.9% | -5.4% | 0.0% |
| 3Y | +51.4% | +49.3% | +2.1% | +46.8% |
| 5Y | +67.5% | +69.3% | -1.8% | +62.7% |
| All | +348.1% | +137.1% | +211.1% | +368.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling