+56.4%
FERG vs CL
+38.3%
+18.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.7% |
| 7D | -2.1% | +1.3% | -3.4% | -2.2% |
| 30D | +8.7% | +11.4% | -2.7% | +7.9% |
| 3M | -7.4% | +4.4% | -11.8% | -7.7% |
| 6M | -6.6% | +10.8% | -17.4% | -7.3% |
| YTD | +6.6% | +25.1% | -18.5% | +5.8% |
| 1Y | -3.6% | +28.0% | -31.5% | -4.2% |
| 3Y | +56.4% | +37.6% | +18.8% | +58.6% |
| All | +56.4% | +38.3% | +18.1% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling