+66.7%
FERG vs CF
+68.7%
-2.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -3.6% |
| 7D | +8.2% | +5.4% | +2.8% | +8.2% |
| 30D | +14.4% | +6.5% | +7.8% | +14.5% |
| 3M | +4.3% | +4.6% | -0.3% | +4.4% |
| 6M | +7.9% | -3.3% | +11.2% | +8.1% |
| YTD | +16.3% | +63.9% | -47.6% | +8.0% |
| 1Y | +2.2% | +50.4% | -48.2% | -3.9% |
| All | +66.7% | +68.7% | -2.0% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling