+67.7%
FERG vs COO
-24.0%
+91.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +9.7% | +0.5% | +9.3% | +9.7% |
| 30D | +15.0% | +14.2% | +0.9% | +10.5% |
| 3M | +3.8% | -18.2% | +22.0% | +10.0% |
| 6M | +10.6% | +5.3% | +5.3% | +7.9% |
| YTD | +17.0% | -23.6% | +40.5% | +26.2% |
| 1Y | +7.1% | -12.7% | +19.8% | +10.9% |
| 3Y | +67.7% | -24.2% | +91.9% | +78.6% |
| All | +67.7% | -24.0% | +91.8% | +78.6% |
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