+1,526.4%
FERG vs CLX
+201.8%
+1,324.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.6% |
| 7D | +9.7% | +9.5% | +0.2% | +9.2% |
| 30D | +15.0% | +30.7% | -15.7% | +13.5% |
| 3M | +3.8% | +4.2% | -0.5% | +3.3% |
| 6M | +10.6% | +22.1% | -11.5% | +9.5% |
| YTD | +17.0% | +14.1% | +2.9% | +16.2% |
| 1Y | +7.1% | +10.3% | -3.2% | +6.4% |
| 3Y | +67.7% | -7.8% | +75.5% | +67.6% |
| 5Y | +76.4% | -20.8% | +97.3% | +76.0% |
| 10Y | +424.2% | +31.9% | +392.4% | +433.1% |
| All | +1,526.4% | +201.8% | +1,324.5% | +1,505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling