+101.8%
FERG vs CPNG
-76.2%
+178.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.2% |
| 7D | -2.6% | -1.1% | -1.5% | -2.4% |
| 30D | -8.9% | -7.4% | -1.5% | -7.9% |
| 3M | -2.0% | -12.3% | +10.3% | -0.5% |
| 6M | -3.2% | -19.4% | +16.3% | -1.0% |
| YTD | +1.5% | -35.9% | +37.4% | +7.4% |
| 1Y | +0.5% | -53.4% | +53.9% | +12.0% |
| 3Y | +50.4% | -20.0% | +70.4% | +49.7% |
| 5Y | +68.7% | -49.6% | +118.3% | +64.4% |
| All | +101.8% | -76.2% | +178.0% | +104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling