+1,548.3%
FERG vs CP
+926.2%
+622.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.0% | +9.2% | +10.9% |
| 7D | +7.3% | +2.8% | +4.6% | +6.9% |
| 30D | +18.1% | +11.3% | +6.8% | +16.0% |
| 3M | +1.6% | +2.9% | -1.2% | +1.2% |
| 6M | +8.5% | +9.8% | -1.2% | +6.9% |
| YTD | +18.6% | +28.5% | -10.0% | +13.9% |
| 1Y | +5.7% | +33.5% | -27.8% | +1.0% |
| 3Y | +74.0% | +31.9% | +42.1% | +66.5% |
| 5Y | +83.9% | +25.5% | +58.4% | +76.5% |
| 10Y | +494.6% | +257.6% | +237.0% | +440.0% |
| All | +1,548.3% | +926.2% | +622.1% | +1,498.2% |
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