+352.7%
FERG vs CI
+143.6%
+209.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | +0.9% | -1.1% | +2.0% | +1.0% |
| 30D | -15.1% | +0.5% | -15.5% | -15.1% |
| 3M | -4.8% | -5.2% | +0.3% | -4.3% |
| 6M | -2.5% | +4.3% | -6.8% | -3.3% |
| YTD | +1.8% | +2.8% | -1.0% | +1.1% |
| 1Y | -0.3% | -5.8% | +5.5% | -0.2% |
| 3Y | +52.9% | +4.7% | +48.2% | +49.8% |
| 5Y | +69.3% | +42.7% | +26.6% | +59.2% |
| 10Y | +352.7% | +141.0% | +211.7% | +315.3% |
| All | +352.7% | +143.6% | +209.1% | +315.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling