+424.2%
FERG vs CL
+88.0%
+336.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.5% |
| 7D | +9.7% | +3.2% | +6.5% | +9.5% |
| 30D | +15.0% | +8.0% | +7.0% | +14.5% |
| 3M | +3.8% | +7.9% | -4.1% | +3.3% |
| 6M | +10.6% | +14.7% | -4.1% | +9.7% |
| YTD | +17.0% | +29.2% | -12.2% | +15.4% |
| 1Y | +7.1% | +29.5% | -22.4% | +5.6% |
| 3Y | +67.7% | +40.7% | +27.1% | +64.2% |
| 5Y | +76.4% | +43.9% | +32.6% | +72.6% |
| All | +424.2% | +88.0% | +336.2% | +431.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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