+1,348.4%
FERG vs CLF
-69.0%
+1,417.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.2% |
| 7D | 0.0% | +7.6% | -7.6% | -0.4% |
| 30D | -10.2% | -1.2% | -9.0% | -10.2% |
| 3M | -0.6% | -13.4% | +12.8% | -0.1% |
| 6M | -6.5% | +15.4% | -21.9% | -7.5% |
| YTD | +4.2% | -5.9% | +10.1% | +3.9% |
| 1Y | -2.3% | +18.8% | -21.1% | -3.9% |
| 3Y | +48.5% | -19.4% | +67.9% | +46.5% |
| 5Y | +72.0% | -47.7% | +119.7% | +70.3% |
| 10Y | +369.9% | +130.4% | +239.5% | +354.2% |
| All | +1,348.4% | -69.0% | +1,417.4% | +1,274.9% |
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 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