+55.0%
FERG vs CHRW
+86.2%
-31.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | +3.4% | +1.9% | +1.4% | +3.1% |
| 30D | -11.5% | +0.9% | -12.4% | -11.6% |
| 3M | +1.3% | -19.9% | +21.1% | +3.7% |
| 6M | -1.0% | -15.8% | +14.8% | +0.5% |
| YTD | +3.2% | -5.6% | +8.8% | +2.9% |
| 1Y | -3.0% | +21.0% | -24.0% | -6.4% |
| 3Y | +55.0% | +86.0% | -31.0% | +44.1% |
| All | +55.0% | +86.2% | -31.2% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling