+227.8%
FERG vs CLBK
+64.7%
+163.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | +0.9% | -1.5% | +2.4% | +1.2% |
| 30D | -15.1% | +6.7% | -21.7% | -16.1% |
| 3M | -4.8% | +21.2% | -26.0% | -8.4% |
| 6M | -2.5% | +42.0% | -44.4% | -8.9% |
| YTD | +1.8% | +63.3% | -61.4% | -7.5% |
| 1Y | -0.3% | +65.4% | -65.7% | -9.8% |
| 3Y | +52.9% | +52.5% | +0.5% | +39.0% |
| 5Y | +69.3% | +42.0% | +27.3% | +54.9% |
| All | +227.8% | +64.7% | +163.1% | +212.4% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling