+226.8%
FERG vs CLBK
+65.5%
+161.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.6% | -1.5% | -1.1% | -2.3% |
| 30D | -8.9% | -1.0% | -7.9% | -8.7% |
| 3M | -2.0% | +22.9% | -25.0% | -6.0% |
| 6M | -3.2% | +44.2% | -47.4% | -9.9% |
| YTD | +1.5% | +64.0% | -62.5% | -7.9% |
| 1Y | +0.5% | +65.7% | -65.2% | -9.1% |
| 3Y | +50.4% | +54.1% | -3.6% | +36.5% |
| 5Y | +68.7% | +44.7% | +24.0% | +54.0% |
| All | +226.8% | +65.5% | +161.4% | +211.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling