+65.0%
FERG vs CF
+120.6%
-55.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -2.1% | -3.2% | +1.1% | -1.9% |
| 30D | +8.7% | +4.3% | +4.3% | +8.3% |
| 3M | -7.4% | +2.8% | -10.2% | -7.8% |
| 6M | -6.6% | +0.6% | -7.2% | -7.1% |
| YTD | +6.6% | +56.6% | -50.0% | -0.7% |
| 1Y | -3.6% | +49.6% | -53.2% | -9.7% |
| 3Y | +56.4% | +61.5% | -5.1% | +42.9% |
| All | +65.0% | +120.6% | -55.6% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling