+69.3%
FERG vs CRL
-37.6%
+106.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | +0.9% | -4.6% | +5.5% | +2.1% |
| 30D | -15.1% | +0.5% | -15.5% | -15.3% |
| 3M | -4.8% | +46.6% | -51.5% | -14.7% |
| 6M | -2.5% | +57.3% | -59.7% | -15.0% |
| YTD | +1.8% | +39.5% | -37.7% | -8.7% |
| 1Y | -0.3% | +76.9% | -77.2% | -16.9% |
| 3Y | +52.9% | +39.4% | +13.6% | +31.3% |
| 5Y | +69.3% | -37.2% | +106.5% | +67.5% |
| All | +69.3% | -37.6% | +106.9% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling