+358.9%
FERG vs CL
+51.8%
+307.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +3.4% | -1.4% | +4.7% | +3.4% |
| 30D | -11.5% | -5.2% | -6.3% | -11.3% |
| 3M | +1.3% | +3.3% | -2.0% | +1.1% |
| 6M | -1.0% | -4.4% | +3.4% | -0.9% |
| YTD | +3.2% | +13.9% | -10.7% | +2.8% |
| 1Y | -3.0% | +7.6% | -10.6% | -3.2% |
| 3Y | +55.0% | +29.6% | +25.5% | +53.4% |
| 5Y | +72.6% | +28.1% | +44.6% | +71.2% |
| 10Y | +358.9% | +53.4% | +305.6% | +370.8% |
| All | +358.9% | +51.8% | +307.1% | +370.8% |
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