+1,348.4%
FERG vs CNP
+401.8%
+946.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | -10.2% | -1.8% | -8.4% | -10.1% |
| 3M | -0.6% | -4.6% | +4.1% | -0.3% |
| 6M | -6.5% | -8.8% | +2.3% | -6.0% |
| YTD | +4.2% | +5.2% | -1.1% | +3.8% |
| 1Y | -2.3% | +8.3% | -10.6% | -2.8% |
| 3Y | +48.5% | +54.9% | -6.4% | +44.8% |
| 5Y | +72.0% | +73.5% | -1.5% | +68.0% |
| 10Y | +369.9% | +139.1% | +230.8% | +370.0% |
| All | +1,348.4% | +401.8% | +946.6% | +1,392.4% |
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