+3.1%
FERG vs CHD
+30.9%
-27.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.1% |
| 7D | +7.7% | +6.9% | +0.8% | +6.2% |
| 30D | +11.5% | +17.1% | -5.6% | +7.9% |
| 3M | -2.4% | +9.1% | -11.5% | -4.2% |
| 6M | -4.0% | +21.4% | -25.3% | -7.4% |
| YTD | +13.4% | +34.9% | -21.5% | +8.0% |
| 1Y | +3.1% | +31.0% | -28.0% | +0.3% |
| All | +3.1% | +30.9% | -27.9% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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