+55.0%
FERG vs COO
-23.3%
+78.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.1% |
| 7D | +3.4% | -2.3% | +5.7% | +4.1% |
| 30D | -11.5% | -8.8% | -2.7% | -9.0% |
| 3M | +1.3% | +1.3% | -0.1% | +0.8% |
| 6M | -1.0% | -11.6% | +10.6% | +2.5% |
| YTD | +3.2% | -17.4% | +20.6% | +9.0% |
| 1Y | -3.0% | -1.6% | -1.4% | -2.7% |
| 3Y | +55.0% | -22.6% | +77.7% | +59.9% |
| All | +55.0% | -23.3% | +78.3% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling