+66.7%
FERG vs CME
+64.7%
+2.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.7% |
| 7D | +8.2% | +2.7% | +5.5% | +8.6% |
| 30D | +14.4% | +13.5% | +0.9% | +16.8% |
| 3M | +4.3% | +20.9% | -16.6% | +7.9% |
| 6M | +7.9% | +11.5% | -3.6% | +10.1% |
| YTD | +16.3% | +19.5% | -3.2% | +20.1% |
| 1Y | +2.2% | +17.2% | -15.0% | +5.4% |
| All | +66.7% | +64.7% | +2.1% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling