+440.7%
FERG vs CPB
-40.1%
+480.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.0% |
| 7D | +6.4% | -4.1% | +10.5% | +6.7% |
| 30D | +19.9% | +16.9% | +3.0% | +18.5% |
| 3M | +5.6% | -0.6% | +6.1% | +5.4% |
| 6M | +9.2% | +11.4% | -2.1% | +8.0% |
| YTD | +20.6% | -14.8% | +35.5% | +21.6% |
| 1Y | +5.7% | -24.8% | +30.4% | +7.4% |
| 3Y | +73.6% | -36.6% | +110.2% | +77.6% |
| 5Y | +86.2% | -33.3% | +119.5% | +89.7% |
| 10Y | +440.7% | -40.4% | +481.0% | +448.0% |
| All | +440.7% | -40.1% | +480.8% | +448.0% |
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