+4.7%
FERG vs COO
-9.3%
+14.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +7.2% | +4.5% | +2.7% | +5.8% |
| 30D | +17.9% | +16.9% | +1.0% | +12.2% |
| 3M | -1.3% | -16.7% | +15.4% | +5.2% |
| 6M | +8.3% | +5.9% | +2.4% | +4.5% |
| YTD | +18.3% | -22.4% | +40.8% | +31.2% |
| 1Y | +4.7% | -10.1% | +14.8% | +10.2% |
| All | +4.7% | -9.3% | +14.0% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling