+67.5%
FERG vs CLX
-37.2%
+104.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.0% | -5.9% | +4.8% | 0.0% |
| 30D | -11.8% | -17.0% | +5.2% | -8.9% |
| 3M | -1.2% | -9.6% | +8.3% | +0.4% |
| 6M | -2.3% | -21.5% | +19.2% | +1.4% |
| YTD | +0.8% | -8.8% | +9.6% | +2.4% |
| 1Y | +0.5% | -24.7% | +25.1% | +4.8% |
| 3Y | +51.4% | -35.6% | +87.0% | +61.2% |
| 5Y | +67.5% | -37.6% | +105.1% | +78.5% |
| All | +67.5% | -37.2% | +104.7% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling