-1.0%
CCL vs FERG
+1,348.4%
-1,349.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.5% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -20.3% | -10.2% | -10.2% | -18.2% |
| 3M | -15.1% | -0.6% | -14.6% | -15.0% |
| 6M | -15.1% | -6.5% | -8.6% | -13.5% |
| YTD | -21.8% | +4.2% | -26.0% | -22.1% |
| 1Y | -24.8% | -2.3% | -22.5% | -24.1% |
| 3Y | +51.9% | +48.5% | +3.4% | +40.6% |
| 5Y | +4.0% | +72.0% | -68.0% | -6.9% |
| 10Y | -42.2% | +369.9% | -412.1% | -49.7% |
| All | -1.0% | +1,348.4% | -1,349.4% | -17.5% |
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 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