+1,311.2%
FERG vs CRH
+429.5%
+881.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -2.6% | -6.1% | +3.5% | -1.4% |
| 30D | -8.9% | -9.3% | +0.4% | -7.2% |
| 3M | -2.0% | -15.2% | +13.1% | +1.1% |
| 6M | -3.2% | -14.2% | +11.0% | -0.3% |
| YTD | +1.5% | -28.3% | +29.8% | +8.0% |
| 1Y | +0.5% | -21.8% | +22.3% | +5.2% |
| 3Y | +50.4% | +71.6% | -21.2% | +39.5% |
| 5Y | +68.7% | +96.6% | -27.9% | +51.8% |
| 10Y | +351.3% | +253.8% | +97.5% | +289.6% |
| All | +1,311.2% | +429.5% | +881.7% | +1,171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling