+367.7%
FERG vs CARR
+421.5%
-53.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.2% |
| 7D | -2.6% | -3.8% | +1.2% | -1.3% |
| 30D | -8.9% | -8.9% | 0.0% | -6.0% |
| 3M | -2.0% | -17.3% | +15.3% | +4.1% |
| 6M | -3.2% | -1.4% | -1.8% | -3.2% |
| YTD | +1.5% | +10.0% | -8.5% | -2.1% |
| 1Y | +0.5% | -6.4% | +6.8% | +1.8% |
| 3Y | +50.4% | +1.5% | +48.9% | +47.1% |
| 5Y | +68.7% | +9.3% | +59.4% | +54.9% |
| All | +367.7% | +421.5% | -53.8% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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