+1,577.3%
FERG vs COO
+575.2%
+1,002.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +6.4% | -2.3% | +8.7% | +6.9% |
| 30D | +19.9% | +13.3% | +6.6% | +17.6% |
| 3M | +5.6% | -18.1% | +23.6% | +8.6% |
| 6M | +9.2% | +6.7% | +2.5% | +7.8% |
| YTD | +20.6% | -23.2% | +43.9% | +25.1% |
| 1Y | +5.7% | -12.3% | +18.0% | +7.5% |
| 3Y | +73.6% | -23.6% | +97.2% | +78.8% |
| 5Y | +86.2% | -38.7% | +124.9% | +92.8% |
| 10Y | +440.7% | +42.2% | +398.5% | +442.8% |
| All | +1,577.3% | +575.2% | +1,002.1% | +1,521.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling