+0.5%
FERG vs CRL
+80.5%
-80.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -2.6% | -3.5% | +1.0% | -2.0% |
| 30D | -8.9% | -2.1% | -6.7% | -8.6% |
| 3M | -2.0% | +48.0% | -50.0% | -9.4% |
| 6M | -3.2% | +64.7% | -67.9% | -13.4% |
| YTD | +1.5% | +39.5% | -38.0% | -6.1% |
| 1Y | +0.5% | +74.2% | -73.7% | -12.3% |
| All | +0.5% | +80.5% | -80.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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