+1,348.4%
FERG vs COO
+646.7%
+701.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.6% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | -10.2% | -7.0% | -3.2% | -9.2% |
| 3M | -0.6% | +12.2% | -12.8% | -2.4% |
| 6M | -6.5% | -15.1% | +8.6% | -4.3% |
| YTD | +4.2% | -15.1% | +19.3% | +6.6% |
| 1Y | -2.3% | +2.3% | -4.6% | -2.7% |
| 3Y | +48.5% | -23.7% | +72.2% | +52.6% |
| 5Y | +72.0% | -38.9% | +110.9% | +76.4% |
| 10Y | +369.9% | +49.9% | +320.0% | +366.1% |
| All | +1,348.4% | +646.7% | +701.8% | +1,281.6% |
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 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