+238.9%
CRM vs FERG
+351.3%
-112.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -4.4% | -2.6% | -1.9% | -4.0% |
| 30D | +28.1% | -8.9% | +37.0% | +30.3% |
| 3M | +48.8% | -2.0% | +50.9% | +49.0% |
| 6M | +28.3% | -3.2% | +31.4% | +28.0% |
| YTD | -6.0% | +1.5% | -7.5% | -7.3% |
| 1Y | +1.4% | +0.5% | +1.0% | -0.1% |
| 3Y | +11.8% | +50.4% | -38.6% | +0.8% |
| 5Y | -2.0% | +68.7% | -70.7% | -15.0% |
| All | +238.9% | +351.3% | -112.4% | +168.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling