+348.1%
FERG vs COR
+405.5%
-57.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -1.0% | -4.8% | +3.8% | -0.5% |
| 30D | -11.8% | -3.7% | -8.1% | -11.5% |
| 3M | -1.2% | +14.3% | -15.6% | -2.7% |
| 6M | -2.3% | -8.5% | +6.2% | -1.7% |
| YTD | +0.8% | -4.4% | +5.2% | +0.8% |
| 1Y | +0.5% | +9.1% | -8.7% | -1.2% |
| 3Y | +51.4% | +85.2% | -33.8% | +38.6% |
| 5Y | +67.5% | +180.7% | -113.2% | +45.5% |
| All | +348.1% | +405.5% | -57.4% | +265.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling