-0.3%
FERG vs CNH
+22.6%
-22.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.0% |
| 7D | +0.9% | +1.8% | -0.9% | +0.3% |
| 30D | -15.1% | +32.6% | -47.7% | -22.8% |
| 3M | -4.8% | +29.4% | -34.3% | -13.1% |
| 6M | -2.5% | +26.0% | -28.4% | -10.7% |
| YTD | +1.8% | +52.2% | -50.4% | -12.4% |
| 1Y | -0.3% | +23.9% | -24.2% | -1.7% |
| All | -0.3% | +22.6% | -22.9% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling