+1,548.3%
FERG vs CL
+254.1%
+1,294.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.4% | +9.8% | +11.2% |
| 7D | +7.3% | +0.5% | +6.8% | +7.3% |
| 30D | +18.1% | +11.6% | +6.5% | +17.7% |
| 3M | +1.6% | +5.6% | -4.0% | +1.4% |
| 6M | +8.5% | +13.2% | -4.6% | +8.0% |
| YTD | +18.6% | +26.9% | -8.4% | +17.7% |
| 1Y | +5.7% | +27.3% | -21.6% | +5.0% |
| 3Y | +74.0% | +39.7% | +34.3% | +72.2% |
| 5Y | +83.9% | +41.3% | +42.6% | +82.0% |
| 10Y | +494.6% | +76.3% | +418.3% | +501.2% |
| All | +1,548.3% | +254.1% | +1,294.2% | +1,537.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling