+1,516.3%
FERG vs CNP
+418.0%
+1,098.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +8.2% | +2.5% | +5.7% | +8.0% |
| 30D | +14.4% | +4.0% | +10.3% | +14.1% |
| 3M | +4.3% | +1.6% | +2.7% | +4.2% |
| 6M | +7.9% | -1.7% | +9.5% | +8.0% |
| YTD | +16.3% | +8.6% | +7.6% | +15.7% |
| 1Y | +2.2% | +5.8% | -3.6% | +1.9% |
| 3Y | +67.3% | +63.0% | +4.3% | +62.7% |
| 5Y | +75.3% | +74.7% | +0.7% | +70.9% |
| 10Y | +421.0% | +143.7% | +277.3% | +420.2% |
| All | +1,516.3% | +418.0% | +1,098.4% | +1,562.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling