+69.3%
FERG vs COR
+180.2%
-110.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | +0.9% | -3.9% | +4.8% | +1.3% |
| 30D | -15.1% | -0.3% | -14.7% | -15.1% |
| 3M | -4.8% | +15.9% | -20.7% | -6.4% |
| 6M | -2.5% | -10.3% | +7.8% | -1.2% |
| YTD | +1.8% | -3.7% | +5.5% | +2.0% |
| 1Y | -0.3% | +9.1% | -9.4% | -2.4% |
| 3Y | +52.9% | +86.6% | -33.6% | +30.5% |
| 5Y | +69.3% | +180.9% | -111.6% | +27.1% |
| All | +69.3% | +180.2% | -110.9% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling