+352.7%
FERG vs CME
+281.2%
+71.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | -15.1% | +4.7% | -19.7% | -15.2% |
| 3M | -4.8% | +7.8% | -12.7% | -5.1% |
| 6M | -2.5% | -11.0% | +8.5% | -2.0% |
| YTD | +1.8% | +4.0% | -2.2% | +1.5% |
| 1Y | -0.3% | +9.1% | -9.4% | -0.9% |
| 3Y | +52.9% | +52.3% | +0.6% | +47.8% |
| 5Y | +69.3% | +76.1% | -6.8% | +61.8% |
| All | +352.7% | +281.2% | +71.4% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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