+56.9%
FERG vs CL
+31.1%
+25.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.4% |
| 7D | 0.0% | -2.2% | +2.1% | +0.1% |
| 30D | -10.2% | -4.8% | -5.3% | -10.0% |
| 3M | -0.6% | +4.9% | -5.5% | -0.8% |
| 6M | -6.5% | -5.7% | -0.8% | -6.7% |
| YTD | +4.2% | +14.4% | -10.2% | +4.3% |
| 1Y | -2.3% | +8.7% | -11.0% | -2.1% |
| All | +56.9% | +31.1% | +25.8% | +67.0% |
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 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