+1,382.0%
FERG vs CP
+905.9%
+476.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -2.1% | +2.8% | -4.9% | -2.5% |
| 30D | +8.7% | +10.2% | -1.5% | +6.9% |
| 3M | -7.4% | +2.4% | -9.8% | -7.8% |
| 6M | -6.6% | +7.7% | -14.3% | -7.8% |
| YTD | +6.6% | +26.0% | -19.4% | +2.7% |
| 1Y | -3.6% | +34.6% | -38.2% | -8.0% |
| 3Y | +56.4% | +26.7% | +29.7% | +50.5% |
| 5Y | +67.5% | +24.9% | +42.6% | +61.1% |
| 10Y | +434.6% | +258.6% | +176.0% | +386.5% |
| All | +1,382.0% | +905.9% | +476.1% | +1,341.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling