+67.5%
FERG vs CPNG
-51.9%
+119.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.0% | -5.4% | +4.4% | -0.1% |
| 30D | -11.8% | -11.1% | -0.7% | -10.1% |
| 3M | -1.2% | -3.0% | +1.7% | -1.5% |
| 6M | -2.3% | -23.5% | +21.2% | +1.0% |
| YTD | +0.8% | -37.8% | +38.6% | +7.8% |
| 1Y | +0.5% | -54.3% | +54.8% | +13.4% |
| 3Y | +51.4% | -20.8% | +72.2% | +50.4% |
| 5Y | +67.5% | -51.1% | +118.6% | +64.4% |
| All | +67.5% | -51.9% | +119.4% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling