+2,425.2%
CLS vs FERG
+1,577.3%
+847.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.0% | +6.5% | +8.0% |
| 7D | +2.8% | +6.4% | -3.7% | +1.4% |
| 30D | -30.1% | +19.9% | -50.0% | -33.2% |
| 3M | -21.7% | +5.6% | -27.3% | -22.9% |
| 6M | -36.2% | +9.2% | -45.5% | -37.9% |
| YTD | -17.8% | +20.6% | -38.5% | -21.7% |
| 1Y | -26.8% | +5.7% | -32.5% | -28.0% |
| 3Y | +853.4% | +73.6% | +779.8% | +748.3% |
| 5Y | +2,005.0% | +86.2% | +1,918.8% | +1,726.2% |
| 10Y | +1,929.4% | +440.7% | +1,488.7% | +1,511.5% |
| All | +2,425.2% | +1,577.3% | +847.9% | +1,824.8% |
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