+440.7%
FERG vs CNP
+142.1%
+298.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.0% |
| 7D | +6.4% | -0.1% | +6.5% | +6.4% |
| 30D | +19.9% | +5.0% | +14.9% | +19.4% |
| 3M | +5.6% | +2.7% | +2.9% | +5.3% |
| 6M | +9.2% | -1.9% | +11.1% | +9.4% |
| YTD | +20.6% | +8.8% | +11.9% | +19.8% |
| 1Y | +5.7% | +5.6% | 0.0% | +5.2% |
| 3Y | +73.6% | +63.2% | +10.4% | +67.2% |
| 5Y | +86.2% | +73.8% | +12.4% | +80.0% |
| 10Y | +440.7% | +144.0% | +296.6% | +450.5% |
| All | +440.7% | +142.1% | +298.5% | +450.5% |
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