+2,398.3%
CLS vs FERG
+1,526.4%
+872.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | +16.3% | +9.7% | +6.5% | +13.6% |
| 30D | -25.7% | +15.0% | -40.7% | -28.2% |
| 3M | -30.9% | +3.8% | -34.6% | -31.6% |
| 6M | -35.5% | +10.6% | -46.1% | -37.4% |
| YTD | -18.7% | +17.0% | -35.7% | -22.0% |
| 1Y | -17.9% | +7.1% | -25.0% | -19.6% |
| 3Y | +838.1% | +67.7% | +770.3% | +740.9% |
| 5Y | +1,971.9% | +76.4% | +1,895.5% | +1,713.6% |
| 10Y | +1,907.9% | +424.2% | +1,483.6% | +1,505.4% |
| All | +2,398.3% | +1,526.4% | +872.0% | +1,817.6% |
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 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