+1,335.0%
FERG vs CRS
+2,016.4%
-681.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.6% |
| 7D | +3.4% | -3.1% | +6.4% | +3.6% |
| 30D | -11.5% | -19.6% | +8.1% | -10.0% |
| 3M | +1.3% | -8.1% | +9.4% | +1.9% |
| 6M | -1.0% | +18.6% | -19.5% | -2.4% |
| YTD | +3.2% | +45.9% | -42.6% | +0.2% |
| 1Y | -3.0% | +82.5% | -85.4% | -7.5% |
| 3Y | +55.0% | +648.9% | -593.9% | +36.0% |
| 5Y | +72.6% | +1,438.1% | -1,365.5% | +48.1% |
| 10Y | +358.9% | +1,327.0% | -968.1% | +303.9% |
| All | +1,335.0% | +2,016.4% | -681.3% | +1,176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling