+3.1%
FERG vs CPNG
-45.7%
+48.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.0% | -9.2% | +1.5% |
| 7D | +7.7% | +20.8% | -13.1% | +5.8% |
| 30D | +11.5% | +20.1% | -8.6% | +9.5% |
| 3M | -2.4% | +1.6% | -4.0% | -2.8% |
| 6M | -4.0% | -15.8% | +11.9% | -3.6% |
| YTD | +13.4% | -27.7% | +41.1% | +13.5% |
| 1Y | +3.1% | -46.9% | +50.0% | +8.7% |
| All | +3.1% | -45.7% | +48.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling