+69.3%
FERG vs CNP
+70.6%
-1.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | -15.1% | -0.1% | -15.0% | -15.1% |
| 3M | -4.8% | -5.6% | +0.8% | -3.3% |
| 6M | -2.5% | -7.5% | +5.0% | -0.4% |
| YTD | +1.8% | +5.5% | -3.7% | -0.2% |
| 1Y | -0.3% | +8.3% | -8.7% | -3.3% |
| 3Y | +52.9% | +51.8% | +1.2% | +30.9% |
| 5Y | +69.3% | +69.9% | -0.6% | +42.3% |
| All | +69.3% | +70.6% | -1.3% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling