+348.1%
FERG vs COO
+17.5%
+330.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -14.7% | +13.7% | +2.3% |
| 7D | -1.0% | -23.3% | +22.3% | +4.8% |
| 30D | -11.8% | -29.5% | +17.7% | -4.9% |
| 3M | -1.2% | -20.0% | +18.7% | +3.4% |
| 6M | -2.3% | -27.2% | +24.9% | +4.4% |
| YTD | +0.8% | -33.9% | +34.7% | +10.0% |
| 1Y | +0.5% | -19.9% | +20.4% | +5.1% |
| 3Y | +51.4% | -38.1% | +89.5% | +64.9% |
| 5Y | +67.5% | -52.0% | +119.5% | +82.2% |
| All | +348.1% | +17.5% | +330.6% | +363.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling