+1,284.2%
CLS vs FERG
+52.4%
+1,231.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.0% |
| 7D | +20.1% | +0.9% | +19.2% | +19.4% |
| 30D | +6.0% | -15.1% | +21.1% | +17.2% |
| 3M | -10.3% | -4.8% | -5.5% | -8.4% |
| 6M | +24.5% | -2.5% | +27.0% | +25.8% |
| YTD | +12.9% | +1.8% | +11.0% | +9.6% |
| 1Y | +36.7% | -0.3% | +37.0% | +34.1% |
| All | +1,284.2% | +52.4% | +1,231.9% | +907.6% |
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