+1,348.4%
FERG vs CHRW
+264.0%
+1,084.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.2% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | -10.2% | -3.5% | -6.7% | -9.8% |
| 3M | -0.6% | -19.4% | +18.8% | +1.6% |
| 6M | -6.5% | -21.4% | +14.8% | -4.4% |
| YTD | +4.2% | -7.1% | +11.3% | +4.3% |
| 1Y | -2.3% | +17.8% | -20.1% | -5.1% |
| 3Y | +48.5% | +78.8% | -30.3% | +36.2% |
| 5Y | +72.0% | +83.5% | -11.5% | +57.9% |
| 10Y | +369.9% | +160.2% | +209.6% | +327.8% |
| All | +1,348.4% | +264.0% | +1,084.4% | +1,238.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling