+5.5%
FERG vs CAI
-11.0%
+16.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | -5.1% | +4.0% | -0.5% |
| 30D | -11.8% | +3.9% | -15.7% | -12.3% |
| 3M | -1.2% | +40.1% | -41.3% | -5.1% |
| 6M | -2.3% | +29.7% | -32.0% | -6.0% |
| YTD | +0.8% | -10.9% | +11.7% | -0.8% |
| 1Y | +0.5% | -28.0% | +28.5% | +0.2% |
| All | +5.5% | -11.0% | +16.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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