+7.1%
CRM vs FERG
+0.8%
+6.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -1.8% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +34.3% | -10.2% | +44.5% | +33.5% |
| 3M | +37.7% | -0.6% | +38.3% | +38.2% |
| 6M | +34.9% | -6.5% | +41.5% | +35.8% |
| YTD | -1.6% | +4.2% | -5.8% | -1.9% |
| 1Y | +7.1% | -2.3% | +9.4% | +7.6% |
| All | +7.1% | +0.8% | +6.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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