+72.6%
FERG vs CNH
+7.1%
+65.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.6% | +4.6% | +1.2% |
| 7D | +3.4% | +8.8% | -5.4% | -0.2% |
| 30D | -11.5% | +24.7% | -36.2% | -19.6% |
| 3M | +1.3% | +27.3% | -26.1% | -9.0% |
| 6M | -1.0% | +23.2% | -24.1% | -10.5% |
| YTD | +3.2% | +48.9% | -45.7% | -14.0% |
| 1Y | -3.0% | +19.4% | -22.4% | -11.7% |
| 3Y | +55.0% | +7.8% | +47.3% | +42.8% |
| 5Y | +72.6% | +8.7% | +63.9% | +49.8% |
| All | +72.6% | +7.1% | +65.5% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling