+2.2%
FERG vs CLF
+26.4%
-24.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.6% |
| 7D | +8.2% | +16.0% | -7.8% | +6.2% |
| 30D | +14.4% | +1.6% | +12.7% | +13.5% |
| 3M | +4.3% | +6.7% | -2.3% | +2.6% |
| 6M | +7.9% | +21.1% | -13.3% | +3.6% |
| YTD | +16.3% | -1.6% | +17.8% | +12.6% |
| 1Y | +2.2% | +18.5% | -16.2% | -7.9% |
| All | +2.2% | +26.4% | -24.2% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling