+1,382.0%
FERG vs CI
+801.2%
+580.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.6% |
| 7D | -2.1% | -1.6% | -0.5% | -1.9% |
| 30D | +8.7% | +5.4% | +3.3% | +8.1% |
| 3M | -7.4% | +7.3% | -14.7% | -8.1% |
| 6M | -6.6% | +5.3% | -11.9% | -7.2% |
| YTD | +6.6% | +8.5% | -1.9% | +5.5% |
| 1Y | -3.6% | +17.1% | -20.7% | -5.2% |
| 3Y | +56.4% | +1.4% | +55.0% | +54.7% |
| 5Y | +67.5% | +50.5% | +17.0% | +60.3% |
| 10Y | +434.6% | +168.5% | +266.1% | +398.0% |
| All | +1,382.0% | +801.2% | +580.7% | +1,266.9% |
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