+232.3%
FERG vs CLBK
+66.9%
+165.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +3.4% | +1.1% | +2.2% | +3.2% |
| 30D | -11.5% | +7.8% | -19.3% | -12.8% |
| 3M | +1.3% | +23.9% | -22.6% | -2.9% |
| 6M | -1.0% | +42.3% | -43.3% | -7.6% |
| YTD | +3.2% | +65.4% | -62.2% | -6.5% |
| 1Y | -3.0% | +70.3% | -73.3% | -12.7% |
| 3Y | +55.0% | +54.5% | +0.6% | +40.6% |
| 5Y | +72.6% | +43.1% | +29.5% | +57.6% |
| All | +232.3% | +66.9% | +165.4% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling