+351.3%
FERG vs CHD
+126.1%
+225.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.6% | -4.5% | +1.9% | -2.1% |
| 30D | -8.9% | -6.7% | -2.2% | -8.3% |
| 3M | -2.0% | -2.7% | +0.7% | -1.8% |
| 6M | -3.2% | -4.9% | +1.7% | -2.8% |
| YTD | +1.5% | +13.3% | -11.8% | +0.3% |
| 1Y | +0.5% | +1.0% | -0.5% | +0.3% |
| 3Y | +50.4% | +1.3% | +49.1% | +49.7% |
| 5Y | +68.7% | +20.8% | +47.9% | +64.0% |
| All | +351.3% | +126.1% | +225.2% | +355.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling