+86.2%
FERG vs CRL
-12.2%
+98.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.8% | +2.2% |
| 7D | +6.4% | +5.0% | +1.4% | +5.1% |
| 30D | +19.9% | +13.5% | +6.4% | +15.4% |
| 3M | +5.6% | +21.5% | -16.0% | -0.5% |
| 6M | +9.2% | +103.4% | -94.2% | -11.4% |
| YTD | +20.6% | +71.8% | -51.2% | +1.5% |
| 1Y | +5.7% | +97.5% | -91.8% | -14.7% |
| 3Y | +73.6% | +99.2% | -25.6% | +33.5% |
| 5Y | +86.2% | -12.1% | +98.3% | +84.3% |
| All | +86.2% | -12.2% | +98.4% | +84.3% |
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 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