+471.2%
FERG vs CNH
+64.7%
+406.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +1.6% |
| 7D | 0.0% | +23.3% | -23.3% | -4.0% |
| 30D | -10.2% | +33.5% | -43.6% | -15.2% |
| 3M | -0.6% | +32.7% | -33.3% | -6.1% |
| 6M | -6.5% | +22.2% | -28.7% | -10.6% |
| YTD | +4.2% | +57.7% | -53.5% | -4.8% |
| 1Y | -2.3% | +28.0% | -30.2% | -7.5% |
| 3Y | +48.5% | +11.5% | +37.0% | +41.9% |
| 5Y | +72.0% | +11.9% | +60.2% | +63.3% |
| 10Y | +369.9% | +162.8% | +207.1% | +325.3% |
| All | +471.2% | +64.7% | +406.5% | +409.9% |
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 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