+364.4%
FERG vs CARR
+414.1%
-49.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | -1.0% | -4.1% | +3.1% | +0.4% |
| 30D | -11.8% | -11.0% | -0.8% | -8.3% |
| 3M | -1.2% | -16.4% | +15.1% | +4.6% |
| 6M | -2.3% | -2.4% | +0.1% | -2.0% |
| YTD | +0.8% | +8.4% | -7.6% | -2.3% |
| 1Y | +0.5% | -8.0% | +8.5% | +2.4% |
| 3Y | +51.4% | +0.6% | +50.8% | +48.6% |
| 5Y | +67.5% | +7.7% | +59.8% | +54.6% |
| All | +364.4% | +414.1% | -49.6% | +249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling