+430.3%
FERG vs CP
+255.2%
+175.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +7.2% | +2.8% | +4.4% | +6.5% |
| 30D | +17.9% | +11.0% | +6.9% | +14.7% |
| 3M | -1.3% | +3.8% | -5.1% | -2.3% |
| 6M | +8.3% | +9.5% | -1.2% | +5.7% |
| YTD | +18.3% | +28.2% | -9.9% | +11.0% |
| 1Y | +4.7% | +33.0% | -28.2% | -2.6% |
| 3Y | +70.3% | +35.5% | +34.7% | +57.6% |
| 5Y | +84.6% | +25.8% | +58.8% | +72.3% |
| 10Y | +430.3% | +250.7% | +179.6% | +359.5% |
| All | +430.3% | +255.2% | +175.1% | +359.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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