+1,348.4%
FERG vs COR
+1,722.6%
-374.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.5% |
| 7D | 0.0% | +2.8% | -2.8% | -0.3% |
| 30D | -10.2% | +4.5% | -14.7% | -10.6% |
| 3M | -0.6% | +22.7% | -23.2% | -2.5% |
| 6M | -6.5% | -9.7% | +3.2% | -5.9% |
| YTD | +4.2% | -1.4% | +5.6% | +3.9% |
| 1Y | -2.3% | +13.9% | -16.2% | -4.0% |
| 3Y | +48.5% | +94.0% | -45.5% | +37.6% |
| 5Y | +72.0% | +184.0% | -112.0% | +53.4% |
| 10Y | +369.9% | +406.8% | -36.9% | +297.1% |
| All | +1,348.4% | +1,722.6% | -374.1% | +981.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling