+56.9%
FERG vs CI
+7.6%
+49.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.5% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | -10.2% | +4.4% | -14.6% | -10.6% |
| 3M | -0.6% | +0.7% | -1.2% | -0.8% |
| 6M | -6.5% | +0.3% | -6.9% | -6.8% |
| YTD | +4.2% | +3.8% | +0.4% | +3.4% |
| 1Y | -2.3% | -5.5% | +3.2% | -2.2% |
| All | +56.9% | +7.6% | +49.3% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling