+1.1%
FERG vs CLF
+11.1%
-10.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | +3.4% | +6.5% | -3.1% | +2.6% |
| 30D | -11.5% | +0.2% | -11.8% | -11.6% |
| 3M | +1.3% | -3.1% | +4.3% | +1.3% |
| 6M | -1.0% | +25.0% | -26.0% | -4.5% |
| YTD | +3.2% | -7.5% | +10.7% | +2.6% |
| All | +1.1% | +11.1% | -10.1% | -1.4% |
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