+1,348.4%
FERG vs CHD
+717.5%
+631.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.3% |
| 7D | 0.0% | -2.7% | +2.6% | +0.2% |
| 30D | -10.2% | -4.6% | -5.6% | -9.8% |
| 3M | -0.6% | +5.0% | -5.6% | -1.0% |
| 6M | -6.5% | -3.2% | -3.3% | -6.4% |
| YTD | +4.2% | +18.6% | -14.5% | +2.8% |
| 1Y | -2.3% | +4.8% | -7.1% | -2.7% |
| 3Y | +48.5% | +6.1% | +42.4% | +47.3% |
| 5Y | +72.0% | +24.0% | +48.1% | +67.9% |
| 10Y | +369.9% | +124.5% | +245.4% | +353.1% |
| All | +1,348.4% | +717.5% | +631.0% | +1,205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling