+1,315.5%
FERG vs CAH
+1,018.7%
+296.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +0.9% | -2.2% | +3.1% | +1.1% |
| 30D | -15.1% | +1.2% | -16.2% | -15.2% |
| 3M | -4.8% | +13.1% | -17.9% | -5.8% |
| 6M | -2.5% | +8.5% | -10.9% | -3.2% |
| YTD | +1.8% | +17.6% | -15.8% | +0.3% |
| 1Y | -0.3% | +60.7% | -61.0% | -4.4% |
| 3Y | +52.9% | +183.2% | -130.2% | +40.0% |
| 5Y | +69.3% | +402.2% | -332.9% | +49.3% |
| 10Y | +352.7% | +302.3% | +50.4% | +297.6% |
| All | +1,315.5% | +1,018.7% | +296.8% | +1,277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling