-2.3%
FERG vs CLBK
+73.3%
-75.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.3% |
| 30D | -10.2% | +9.1% | -19.3% | -11.7% |
| 3M | -0.6% | +27.7% | -28.3% | -6.6% |
| 6M | -6.5% | +40.8% | -47.4% | -15.0% |
| YTD | +4.2% | +66.4% | -62.2% | -10.3% |
| 1Y | -2.3% | +72.4% | -74.6% | -17.5% |
| All | -2.3% | +73.3% | -75.6% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling