+3.1%
FERG vs CAH
+38.5%
-35.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +2.5% |
| 7D | +7.7% | +7.0% | +0.7% | +7.3% |
| 30D | +11.5% | +12.4% | -0.9% | +10.9% |
| 3M | -2.4% | +12.2% | -14.5% | -2.7% |
| 6M | -4.0% | +33.2% | -37.2% | -4.3% |
| YTD | +13.4% | +28.4% | -15.0% | +13.1% |
| 1Y | +3.1% | +35.0% | -32.0% | +1.1% |
| All | +3.1% | +38.5% | -35.5% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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