+1,526.4%
FERG vs CPB
+17.1%
+1,509.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.4% |
| 7D | +9.7% | -1.6% | +11.3% | +9.8% |
| 30D | +15.0% | +19.2% | -4.2% | +13.7% |
| 3M | +3.8% | -0.9% | +4.7% | +3.7% |
| 6M | +10.6% | +15.2% | -4.6% | +9.3% |
| YTD | +17.0% | -13.1% | +30.0% | +17.6% |
| 1Y | +7.1% | -22.4% | +29.5% | +8.4% |
| 3Y | +67.7% | -35.3% | +103.0% | +70.8% |
| 5Y | +76.4% | -33.0% | +109.4% | +79.1% |
| 10Y | +424.2% | -39.2% | +463.4% | +432.4% |
| All | +1,526.4% | +17.1% | +1,509.3% | +1,490.0% |
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 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