+67.7%
FERG vs COO
-52.5%
+120.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -2.6% | -22.5% | +20.0% | +6.5% |
| 30D | -8.9% | -29.7% | +20.8% | +3.4% |
| 3M | -2.0% | -20.1% | +18.1% | +5.6% |
| 6M | -3.2% | -26.9% | +23.7% | +7.9% |
| YTD | +1.5% | -34.2% | +35.7% | +17.7% |
| 1Y | +0.5% | -21.3% | +21.7% | +8.3% |
| 3Y | +50.4% | -38.7% | +89.1% | +72.6% |
| All | +67.7% | -52.5% | +120.2% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling