+8.0%
FERG vs CAI
-8.1%
+16.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +3.4% | +0.2% | +3.2% | +3.4% |
| 30D | -11.5% | +9.1% | -20.7% | -12.4% |
| 3M | +1.3% | +53.8% | -52.5% | -3.7% |
| 6M | -1.0% | +33.5% | -34.5% | -5.0% |
| YTD | +3.2% | -8.0% | +11.2% | +1.3% |
| 1Y | -3.0% | -28.7% | +25.7% | -3.3% |
| All | +8.0% | -8.1% | +16.1% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling