+71.5%
FERG vs CF
+227.0%
-155.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.6% | +2.5% |
| 7D | 0.0% | +6.0% | -6.0% | -0.5% |
| 30D | -10.2% | +14.8% | -25.0% | -11.1% |
| 3M | -0.6% | +14.1% | -14.6% | -1.7% |
| 6M | -6.5% | +28.5% | -35.1% | -9.8% |
| YTD | +4.2% | +74.9% | -70.8% | -3.3% |
| 1Y | -2.3% | +61.7% | -63.9% | -8.6% |
| 3Y | +48.5% | +80.3% | -31.8% | +35.2% |
| All | +71.5% | +227.0% | -155.4% | +47.4% |
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