+351.3%
FERG vs CRS
+1,392.1%
-1,040.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -2.6% | -6.8% | +4.2% | -1.8% |
| 30D | -8.9% | -16.1% | +7.2% | -7.1% |
| 3M | -2.0% | -21.2% | +19.1% | +0.4% |
| 6M | -3.2% | +8.7% | -11.9% | -4.3% |
| YTD | +1.5% | +41.0% | -39.5% | -2.4% |
| 1Y | +0.5% | +82.7% | -82.2% | -6.0% |
| 3Y | +50.4% | +604.8% | -554.4% | +25.1% |
| 5Y | +68.7% | +1,384.7% | -1,316.0% | +35.3% |
| All | +351.3% | +1,392.1% | -1,040.7% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling