+56.9%
FERG vs CP
+19.6%
+37.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | 0.0% | -2.7% | +2.6% | +1.3% |
| 30D | -10.2% | +0.2% | -10.3% | -10.3% |
| 3M | -0.6% | +2.6% | -3.1% | -1.9% |
| 6M | -6.5% | +6.0% | -12.5% | -9.4% |
| YTD | +4.2% | +24.9% | -20.8% | -6.7% |
| 1Y | -2.3% | +20.1% | -22.4% | -10.9% |
| All | +56.9% | +19.6% | +37.3% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling