+78.0%
FERG vs CF
+114.1%
-36.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.7% | +4.8% | +5.0% | +9.5% |
| 30D | +15.0% | +4.7% | +10.3% | +14.7% |
| 3M | +3.8% | +7.4% | -3.7% | +3.1% |
| 6M | +10.6% | +0.6% | +10.0% | +10.3% |
| YTD | +17.0% | +64.1% | -47.1% | +8.7% |
| 1Y | +7.1% | +51.4% | -44.3% | +0.5% |
| 3Y | +67.7% | +67.8% | -0.1% | +53.1% |
| All | +78.0% | +114.1% | -36.1% | +60.1% |
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