+4.9%
FERG vs CF
+47.0%
-42.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.1% | +11.3% | +11.2% |
| 7D | +7.3% | -0.9% | +8.2% | +7.4% |
| 30D | +18.1% | +6.9% | +11.2% | +19.4% |
| 3M | +1.6% | +4.8% | -3.2% | +2.5% |
| 6M | +8.5% | +4.7% | +3.9% | +9.4% |
| YTD | +18.6% | +56.5% | -37.9% | +3.4% |
| All | +4.9% | +47.0% | -42.1% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling