+1,348.4%
FERG vs CP
+897.5%
+451.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | 0.0% | -2.7% | +2.6% | +0.4% |
| 30D | -10.2% | +0.2% | -10.3% | -10.2% |
| 3M | -0.6% | +2.6% | -3.1% | -1.0% |
| 6M | -6.5% | +6.0% | -12.5% | -7.4% |
| YTD | +4.2% | +24.9% | -20.8% | +0.5% |
| 1Y | -2.3% | +20.1% | -22.4% | -5.1% |
| 3Y | +48.5% | +16.4% | +32.1% | +44.3% |
| 5Y | +72.0% | +31.7% | +40.3% | +65.1% |
| 10Y | +369.9% | +223.9% | +146.0% | +330.0% |
| All | +1,348.4% | +897.5% | +451.0% | +1,310.9% |
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