+1,526.4%
FERG vs CME
+807.7%
+718.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +9.7% | +3.9% | +5.8% | +9.6% |
| 30D | +15.0% | +11.3% | +3.7% | +14.6% |
| 3M | +3.8% | +19.6% | -15.8% | +3.0% |
| 6M | +10.6% | +8.1% | +2.5% | +10.3% |
| YTD | +17.0% | +20.4% | -3.4% | +15.9% |
| 1Y | +7.1% | +16.5% | -9.4% | +6.3% |
| 3Y | +67.7% | +66.4% | +1.3% | +62.8% |
| 5Y | +76.4% | +74.5% | +2.0% | +69.9% |
| 10Y | +424.2% | +308.5% | +115.8% | +383.4% |
| All | +1,526.4% | +807.7% | +718.7% | +1,482.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling