+351.3%
FERG vs CAH
+294.8%
+56.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -2.6% | -5.1% | +2.5% | -2.0% |
| 30D | -8.9% | +0.2% | -9.1% | -8.9% |
| 3M | -2.0% | +6.3% | -8.3% | -2.7% |
| 6M | -3.2% | +9.4% | -12.6% | -4.2% |
| YTD | +1.5% | +15.0% | -13.5% | -0.3% |
| 1Y | +0.5% | +55.4% | -55.0% | -4.8% |
| 3Y | +50.4% | +173.8% | -123.4% | +33.3% |
| 5Y | +68.7% | +395.2% | -326.5% | +41.2% |
| All | +351.3% | +294.8% | +56.5% | +279.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling