+1,348.4%
FERG vs CLX
+152.9%
+1,195.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.4% |
| 7D | 0.0% | -9.2% | +9.2% | +0.4% |
| 30D | -10.2% | -11.0% | +0.9% | -9.7% |
| 3M | -0.6% | +5.0% | -5.6% | -0.7% |
| 6M | -6.5% | -18.8% | +12.3% | -5.9% |
| YTD | +4.2% | -4.4% | +8.6% | +4.5% |
| 1Y | -2.3% | -21.9% | +19.6% | -1.6% |
| 3Y | +48.5% | -32.8% | +81.2% | +49.7% |
| 5Y | +72.0% | -34.6% | +106.6% | +73.2% |
| 10Y | +369.9% | -4.7% | +374.6% | +383.3% |
| All | +1,348.4% | +152.9% | +1,195.5% | +1,343.9% |
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 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