+3.1%
FERG vs CRH
-13.9%
+16.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.6% | -2.9% | -0.2% |
| 7D | +7.7% | +14.2% | -6.5% | +0.3% |
| 30D | +11.5% | +19.5% | -8.1% | +1.3% |
| 3M | -2.4% | +0.4% | -2.7% | -2.9% |
| 6M | -4.0% | -10.1% | +6.2% | +0.9% |
| YTD | +13.4% | -19.9% | +33.3% | +23.2% |
| 1Y | +3.1% | -14.8% | +17.9% | +9.4% |
| All | +3.1% | -13.9% | +16.9% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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