+2,953.7%
CLS vs FERG
+348.1%
+2,605.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | +5.0% | -1.0% | +6.0% | +5.3% |
| 30D | +4.8% | -11.8% | +16.6% | +9.4% |
| 3M | -10.4% | -1.2% | -9.2% | -10.4% |
| 6M | +20.8% | -2.3% | +23.1% | +21.8% |
| YTD | +10.0% | +0.8% | +9.2% | +9.3% |
| 1Y | +28.5% | +0.5% | +28.1% | +27.8% |
| 3Y | +1,292.2% | +51.4% | +1,240.8% | +1,130.7% |
| 5Y | +3,616.8% | +67.5% | +3,549.3% | +3,057.9% |
| All | +2,953.7% | +348.1% | +2,605.6% | +2,235.0% |
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