+1,382.0%
FERG vs CL
+249.1%
+1,132.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.8% |
| 7D | -2.1% | +1.3% | -3.4% | -2.1% |
| 30D | +8.7% | +11.4% | -2.7% | +8.3% |
| 3M | -7.4% | +4.4% | -11.8% | -7.6% |
| 6M | -6.6% | +10.8% | -17.4% | -7.0% |
| YTD | +6.6% | +25.1% | -18.5% | +5.9% |
| 1Y | -3.6% | +28.0% | -31.5% | -4.2% |
| 3Y | +56.4% | +37.6% | +18.8% | +54.8% |
| 5Y | +67.5% | +39.7% | +27.8% | +65.9% |
| 10Y | +434.6% | +75.8% | +358.8% | +440.8% |
| All | +1,382.0% | +249.1% | +1,132.9% | +1,372.6% |
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 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