+1,348.4%
FERG vs CRL
+758.6%
+589.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.6% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | -10.2% | +10.7% | -20.8% | -11.6% |
| 3M | -0.6% | +55.3% | -55.9% | -7.5% |
| 6M | -6.5% | +60.7% | -67.2% | -14.0% |
| YTD | +4.2% | +44.6% | -40.4% | -2.8% |
| 1Y | -2.3% | +77.7% | -80.0% | -11.9% |
| 3Y | +48.5% | +37.6% | +10.9% | +36.0% |
| 5Y | +72.0% | -35.8% | +107.8% | +65.0% |
| 10Y | +369.9% | +241.7% | +128.1% | +316.1% |
| All | +1,348.4% | +758.6% | +589.8% | +1,085.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling