+72.6%
FERG vs CI
+40.1%
+32.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | +3.4% | -2.0% | +5.4% | +3.7% |
| 30D | -11.5% | -1.8% | -9.7% | -11.3% |
| 3M | +1.3% | -4.2% | +5.5% | +1.8% |
| 6M | -1.0% | +2.7% | -3.7% | -1.8% |
| YTD | +3.2% | +1.9% | +1.3% | +2.4% |
| 1Y | -3.0% | -6.3% | +3.3% | -2.8% |
| 3Y | +55.0% | +3.9% | +51.2% | +50.3% |
| 5Y | +72.6% | +41.9% | +30.8% | +52.7% |
| All | +72.6% | +40.1% | +32.5% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling