+550.0%
FERG vs CNH
+46.6%
+503.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +10.9% | +0.3% | +9.1% |
| 7D | +7.3% | +8.6% | -1.2% | +5.7% |
| 30D | +18.1% | +12.6% | +5.6% | +15.5% |
| 3M | +1.6% | +17.5% | -15.9% | -1.9% |
| 6M | +8.5% | +18.1% | -9.6% | +4.4% |
| YTD | +18.6% | +40.4% | -21.8% | +10.4% |
| 1Y | +5.7% | +34.0% | -28.3% | -0.8% |
| 3Y | +74.0% | +35.3% | +38.7% | +62.7% |
| 5Y | +83.9% | -5.1% | +89.0% | +78.6% |
| 10Y | +494.6% | +124.0% | +370.6% | +449.7% |
| All | +550.0% | +46.6% | +503.4% | +491.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling