+424.2%
FERG vs COR
+486.2%
-61.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | +0.3% |
| 7D | +9.7% | +7.8% | +1.9% | +8.9% |
| 30D | +15.0% | +7.0% | +8.0% | +14.3% |
| 3M | +3.8% | +16.3% | -12.5% | +2.2% |
| 6M | +10.6% | +41.3% | -30.7% | +6.7% |
| YTD | +17.0% | +7.1% | +9.8% | +15.7% |
| 1Y | +7.1% | -0.8% | +7.9% | +6.8% |
| 3Y | +67.7% | +85.0% | -17.2% | +54.3% |
| 5Y | +76.4% | +203.9% | -127.4% | +52.5% |
| All | +424.2% | +486.2% | -61.9% | +332.5% |
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