-43.4%
CCL vs FERG
+348.1%
-391.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -4.3% | -1.0% | -3.3% | -3.9% |
| 30D | -19.0% | -11.8% | -7.2% | -15.1% |
| 3M | -13.1% | -1.2% | -11.9% | -12.8% |
| 6M | -13.3% | -2.3% | -11.0% | -12.3% |
| YTD | -25.2% | +0.8% | -26.0% | -24.9% |
| 1Y | -27.2% | +0.5% | -27.7% | -26.9% |
| 3Y | +49.2% | +51.4% | -2.2% | +31.7% |
| 5Y | +0.4% | +67.5% | -67.1% | -15.3% |
| All | -43.4% | +348.1% | -391.5% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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