+0.5%
FERG vs CHRW
+23.5%
-23.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -1.0% | +4.4% | -5.4% | -1.5% |
| 30D | -11.8% | +5.5% | -17.3% | -12.3% |
| 3M | -1.2% | -17.3% | +16.0% | +0.2% |
| 6M | -2.3% | -12.7% | +10.3% | -1.6% |
| YTD | +0.8% | -4.1% | +4.9% | +0.4% |
| 1Y | +0.5% | +21.2% | -20.8% | -0.1% |
| All | +0.5% | +23.5% | -23.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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