+65.0%
FERG vs CP
+24.4%
+40.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | 0.0% |
| 7D | -2.1% | +2.8% | -4.9% | -3.4% |
| 30D | +8.7% | +10.2% | -1.5% | +3.4% |
| 3M | -7.4% | +2.4% | -9.8% | -8.6% |
| 6M | -6.6% | +7.7% | -14.3% | -10.3% |
| YTD | +6.6% | +26.0% | -19.4% | -5.5% |
| 1Y | -3.6% | +34.6% | -38.2% | -17.2% |
| 3Y | +56.4% | +26.7% | +29.7% | +35.5% |
| All | +65.0% | +24.4% | +40.6% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling