+358.9%
FERG vs CLF
+108.7%
+250.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | +3.4% | +6.5% | -3.1% | +2.9% |
| 30D | -11.5% | +0.2% | -11.8% | -11.6% |
| 3M | +1.3% | -3.1% | +4.3% | +1.2% |
| 6M | -1.0% | +25.0% | -26.0% | -3.2% |
| YTD | +3.2% | -7.5% | +10.7% | +2.8% |
| 1Y | -3.0% | +11.5% | -14.5% | -5.1% |
| 3Y | +55.0% | -13.7% | +68.7% | +51.1% |
| 5Y | +72.6% | -47.0% | +119.6% | +69.4% |
| 10Y | +358.9% | +116.3% | +242.6% | +366.9% |
| All | +358.9% | +108.7% | +250.3% | +366.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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