+351.3%
FERG vs CLX
-3.7%
+355.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -2.6% | -5.7% | +3.1% | -2.3% |
| 30D | -8.9% | -17.0% | +8.1% | -8.0% |
| 3M | -2.0% | -9.7% | +7.6% | -1.5% |
| 6M | -3.2% | -19.8% | +16.6% | -2.3% |
| YTD | +1.5% | -9.8% | +11.3% | +2.2% |
| 1Y | +0.5% | -26.2% | +26.7% | +1.6% |
| 3Y | +50.4% | -36.2% | +86.6% | +52.4% |
| 5Y | +68.7% | -38.3% | +107.0% | +70.4% |
| All | +351.3% | -3.7% | +355.0% | +417.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling