+49.0%
CCL vs FERG
+52.4%
-3.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.3% |
| 7D | -4.4% | +0.9% | -5.3% | -5.0% |
| 30D | -18.2% | -15.1% | -3.1% | -9.3% |
| 3M | -17.7% | -4.8% | -12.9% | -15.4% |
| 6M | -13.0% | -2.5% | -10.5% | -11.6% |
| YTD | -24.5% | +1.8% | -26.3% | -24.8% |
| 1Y | -26.9% | -0.3% | -26.6% | -26.6% |
| All | +49.0% | +52.4% | -3.4% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling