+424.2%
FERG vs CNP
+146.5%
+277.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +9.7% | +1.3% | +8.4% | +9.6% |
| 30D | +15.0% | +3.8% | +11.2% | +14.7% |
| 3M | +3.8% | +2.4% | +1.4% | +3.5% |
| 6M | +10.6% | -1.2% | +11.8% | +10.7% |
| YTD | +17.0% | +9.3% | +7.7% | +16.1% |
| 1Y | +7.1% | +6.4% | +0.7% | +6.5% |
| 3Y | +67.7% | +66.4% | +1.4% | +61.4% |
| 5Y | +76.4% | +75.7% | +0.7% | +70.4% |
| All | +424.2% | +146.5% | +277.8% | +432.6% |
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