+71.5%
FERG vs CLF
-47.7%
+119.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.0% |
| 7D | 0.0% | +7.6% | -7.6% | -1.3% |
| 30D | -10.2% | -1.2% | -9.0% | -10.1% |
| 3M | -0.6% | -13.4% | +12.8% | +1.1% |
| 6M | -6.5% | +15.4% | -21.9% | -10.1% |
| YTD | +4.2% | -5.9% | +10.1% | +3.0% |
| 1Y | -2.3% | +18.8% | -21.1% | -8.9% |
| 3Y | +48.5% | -19.4% | +67.9% | +41.7% |
| All | +71.5% | -47.7% | +119.3% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling