+1,545.2%
FERG vs CF
+861.1%
+684.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | +7.2% | +4.8% | +2.5% | +7.1% |
| 30D | +17.9% | +9.7% | +8.2% | +17.6% |
| 3M | -1.3% | +1.2% | -2.5% | -1.4% |
| 6M | +8.3% | +7.4% | +1.0% | +7.9% |
| YTD | +18.3% | +60.5% | -42.2% | +15.7% |
| 1Y | +4.7% | +50.7% | -46.0% | +2.6% |
| 3Y | +70.3% | +64.8% | +5.5% | +65.8% |
| 5Y | +84.6% | +115.8% | -31.2% | +79.0% |
| 10Y | +430.3% | +481.0% | -50.7% | +417.1% |
| All | +1,545.2% | +861.1% | +684.1% | +1,529.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling