+3.1%
FERG vs CLX
-6.5%
+9.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.1% |
| 7D | +7.7% | +14.2% | -6.5% | +3.8% |
| 30D | +11.5% | +22.7% | -11.2% | +5.3% |
| 3M | -2.4% | -2.8% | +0.4% | -1.8% |
| 6M | -4.0% | +17.7% | -21.7% | -9.0% |
| YTD | +13.4% | +3.3% | +10.0% | +13.4% |
| 1Y | +3.1% | -5.6% | +8.7% | +6.9% |
| All | +3.1% | -6.5% | +9.6% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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