+26.5%
FERG vs CORZ
+237.5%
-211.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.3% |
| 7D | +3.4% | +16.6% | -13.2% | +2.1% |
| 30D | -11.5% | -10.9% | -0.7% | -10.9% |
| 3M | +1.3% | -31.0% | +32.3% | +3.7% |
| 6M | -1.0% | +26.0% | -27.0% | -4.1% |
| YTD | +3.2% | +28.6% | -25.4% | -0.4% |
| 1Y | -3.0% | +34.5% | -37.4% | -7.1% |
| All | +26.5% | +237.5% | -211.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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