+71.5%
FERG vs CL
+28.4%
+43.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.6% |
| 7D | 0.0% | -2.2% | +2.1% | +0.3% |
| 30D | -10.2% | -4.8% | -5.3% | -9.4% |
| 3M | -0.6% | +4.9% | -5.5% | -1.6% |
| 6M | -6.5% | -5.7% | -0.8% | -5.8% |
| YTD | +4.2% | +14.4% | -10.2% | +1.4% |
| 1Y | -2.3% | +8.7% | -11.0% | -4.0% |
| 3Y | +48.5% | +30.0% | +18.5% | +33.9% |
| All | +71.5% | +28.4% | +43.2% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling