+1,382.0%
FERG vs CLF
-71.6%
+1,453.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | -2.1% | -19.6% | +17.5% | -1.1% |
| 30D | +8.7% | -5.0% | +13.6% | +8.7% |
| 3M | -7.4% | -6.3% | -1.1% | -7.4% |
| 6M | -6.6% | +2.8% | -9.4% | -7.2% |
| YTD | +6.6% | -13.7% | +20.3% | +6.5% |
| 1Y | -3.6% | +13.6% | -17.2% | -4.9% |
| 3Y | +56.4% | -34.0% | +90.4% | +55.1% |
| 5Y | +67.5% | -48.7% | +116.2% | +66.1% |
| 10Y | +434.6% | +113.4% | +321.1% | +418.0% |
| All | +1,382.0% | -71.6% | +1,453.6% | +1,309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling