+363.2%
FERG vs CF
+575.3%
-212.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.6% | +2.5% |
| 7D | 0.0% | +6.0% | -6.0% | -0.4% |
| 30D | -10.2% | +14.8% | -25.0% | -10.9% |
| 3M | -0.6% | +14.1% | -14.6% | -1.4% |
| 6M | -6.5% | +28.5% | -35.1% | -8.7% |
| YTD | +4.2% | +74.9% | -70.8% | -0.6% |
| 1Y | -2.3% | +61.7% | -63.9% | -6.2% |
| 3Y | +48.5% | +80.3% | -31.8% | +40.4% |
| 5Y | +72.0% | +226.0% | -154.0% | +58.1% |
| All | +363.2% | +575.3% | -212.1% | +318.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling