+1,348.4%
FERG vs CI
+762.5%
+585.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.4% |
| 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% | -6.7% |
| YTD | +4.2% | +3.8% | +0.4% | +3.6% |
| 1Y | -2.3% | -5.5% | +3.2% | -2.2% |
| 3Y | +48.5% | +8.1% | +40.4% | +46.1% |
| 5Y | +72.0% | +42.8% | +29.2% | +65.4% |
| 10Y | +369.9% | +143.9% | +226.0% | +340.0% |
| All | +1,348.4% | +762.5% | +585.9% | +1,241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling