+67.7%
FERG vs CRL
+97.9%
-30.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.8% |
| 7D | +9.7% | +0.1% | +9.6% | +9.8% |
| 30D | +15.0% | +11.9% | +3.1% | +11.6% |
| 3M | +3.8% | +20.2% | -16.4% | -1.2% |
| 6M | +10.6% | +107.5% | -96.9% | -8.6% |
| YTD | +17.0% | +69.4% | -52.5% | +0.8% |
| 1Y | +7.1% | +99.7% | -92.6% | -11.8% |
| 3Y | +67.7% | +98.8% | -31.0% | +46.2% |
| All | +67.7% | +97.9% | -30.2% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling