+352.7%
FERG vs CNH
+157.1%
+195.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.8% |
| 7D | +0.9% | +1.8% | -0.9% | +0.4% |
| 30D | -15.1% | +32.6% | -47.7% | -20.6% |
| 3M | -4.8% | +29.4% | -34.3% | -10.7% |
| 6M | -2.5% | +26.0% | -28.4% | -8.2% |
| YTD | +1.8% | +52.2% | -50.4% | -8.0% |
| 1Y | -0.3% | +23.9% | -24.2% | -6.1% |
| 3Y | +52.9% | +10.1% | +42.8% | +45.3% |
| 5Y | +69.3% | +13.2% | +56.1% | +59.6% |
| 10Y | +352.7% | +160.7% | +192.0% | +286.9% |
| All | +352.7% | +157.1% | +195.6% | +286.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling