+1,577.3%
FERG vs CHRW
+229.8%
+1,347.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.5% |
| 7D | +6.4% | -0.1% | +6.5% | +6.5% |
| 30D | +19.9% | -4.3% | +24.2% | +20.4% |
| 3M | +5.6% | -7.4% | +13.0% | +6.2% |
| 6M | +9.2% | -20.7% | +29.9% | +11.5% |
| YTD | +20.6% | -15.9% | +36.5% | +21.8% |
| 1Y | +5.7% | -9.9% | +15.6% | +5.9% |
| 3Y | +73.6% | +79.0% | -5.4% | +58.8% |
| 5Y | +86.2% | +61.3% | +24.9% | +72.7% |
| 10Y | +440.7% | +128.5% | +312.1% | +396.7% |
| All | +1,577.3% | +229.8% | +1,347.5% | +1,463.2% |
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