+23.7%
CCL vs FERG
+1,526.4%
-1,502.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -1.2% | +9.7% | -10.9% | -3.6% |
| 30D | +13.1% | +15.0% | -1.9% | +9.2% |
| 3M | +3.4% | +3.8% | -0.4% | +2.3% |
| 6M | +18.7% | +10.6% | +8.1% | +15.7% |
| YTD | -2.3% | +17.0% | -19.2% | -5.5% |
| 1Y | +14.2% | +7.1% | +7.1% | +12.5% |
| 3Y | +133.6% | +67.7% | +65.8% | +109.6% |
| 5Y | +33.5% | +76.4% | -42.9% | +16.4% |
| 10Y | -32.8% | +424.2% | -457.0% | -43.2% |
| All | +23.7% | +1,526.4% | -1,502.6% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling