+3,146.9%
CLS vs FERG
+1,348.4%
+1,798.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.2% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | -13.9% | -10.2% | -3.7% | -11.7% |
| 3M | -26.6% | -0.6% | -26.0% | -26.7% |
| 6M | +15.4% | -6.5% | +21.9% | +17.3% |
| YTD | +5.7% | +4.2% | +1.5% | +4.5% |
| 1Y | +41.1% | -2.3% | +43.4% | +41.6% |
| 3Y | +1,228.6% | +48.5% | +1,180.1% | +1,127.9% |
| 5Y | +3,240.6% | +72.0% | +3,168.6% | +2,889.5% |
| 10Y | +2,760.3% | +369.9% | +2,390.5% | +2,254.6% |
| All | +3,146.9% | +1,348.4% | +1,798.5% | +2,467.2% |
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