+1,348.4%
FERG vs CPB
+8.5%
+1,339.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.4% | +5.7% | +2.5% |
| 7D | 0.0% | -8.6% | +8.6% | +0.5% |
| 30D | -10.2% | -7.2% | -2.9% | -9.8% |
| 3M | -0.6% | +0.9% | -1.5% | -0.8% |
| 6M | -6.5% | -11.8% | +5.3% | -6.0% |
| YTD | +4.2% | -19.4% | +23.6% | +5.3% |
| 1Y | -2.3% | -30.4% | +28.1% | -0.3% |
| 3Y | +48.5% | -40.2% | +88.6% | +52.0% |
| 5Y | +72.0% | -39.5% | +111.5% | +75.8% |
| 10Y | +369.9% | -47.4% | +417.3% | +381.1% |
| All | +1,348.4% | +8.5% | +1,339.9% | +1,324.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling