+1,548.3%
FERG vs CLF
-69.6%
+1,617.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +7.0% | +4.2% | +10.9% |
| 7D | +7.3% | -14.1% | +21.4% | +8.1% |
| 30D | +18.1% | -5.5% | +23.7% | +18.3% |
| 3M | +1.6% | 0.0% | +1.6% | +1.4% |
| 6M | +8.5% | +11.3% | -2.7% | +7.4% |
| YTD | +18.6% | -7.7% | +26.2% | +18.0% |
| 1Y | +5.7% | +17.5% | -11.8% | +4.1% |
| 3Y | +74.0% | -25.4% | +99.4% | +71.8% |
| 5Y | +83.9% | -46.0% | +129.9% | +81.8% |
| 10Y | +494.6% | +80.1% | +414.5% | +476.6% |
| All | +1,548.3% | -69.6% | +1,617.9% | +1,462.6% |
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