+105.2%
FERG vs CPNG
-76.7%
+181.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.4% |
| 7D | +3.4% | -6.3% | +9.6% | +4.4% |
| 30D | -11.5% | -8.7% | -2.8% | -10.3% |
| 3M | +1.3% | -2.4% | +3.7% | +1.0% |
| 6M | -1.0% | -22.3% | +21.4% | +1.9% |
| YTD | +3.2% | -37.2% | +40.4% | +9.6% |
| 1Y | -3.0% | -53.0% | +50.0% | +7.9% |
| 3Y | +55.0% | -20.0% | +75.1% | +54.2% |
| 5Y | +72.6% | -52.8% | +125.4% | +69.2% |
| All | +105.2% | -76.7% | +181.9% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling