+3,542.1%
CLS vs FERG
+72.9%
+3,469.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.6% | +6.2% |
| 7D | +12.8% | +3.4% | +9.4% | +10.4% |
| 30D | +3.8% | -11.5% | +15.3% | +11.6% |
| 3M | -14.6% | +1.3% | -15.9% | -16.5% |
| 6M | +32.2% | -1.0% | +33.2% | +32.3% |
| YTD | +11.6% | +3.2% | +8.4% | +7.7% |
| 1Y | +35.1% | -3.0% | +38.0% | +35.0% |
| 3Y | +1,312.5% | +55.0% | +1,257.5% | +930.1% |
| 5Y | +3,542.1% | +72.6% | +3,469.4% | +2,216.3% |
| All | +3,542.1% | +72.9% | +3,469.2% | +2,216.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling