+352.7%
FERG vs CPB
-44.2%
+396.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.4% |
| 7D | +0.9% | -8.0% | +8.9% | +1.4% |
| 30D | -15.1% | -2.4% | -12.7% | -15.0% |
| 3M | -4.8% | +0.5% | -5.4% | -5.0% |
| 6M | -2.5% | -10.5% | +8.0% | -2.0% |
| YTD | +1.8% | -17.5% | +19.3% | +2.8% |
| 1Y | -0.3% | -31.0% | +30.7% | +1.8% |
| 3Y | +52.9% | -40.6% | +93.5% | +56.7% |
| 5Y | +69.3% | -37.7% | +107.0% | +73.0% |
| 10Y | +352.7% | -43.4% | +396.1% | +371.2% |
| All | +352.7% | -44.2% | +396.9% | +371.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling