+351.3%
FERG vs CMI
+516.5%
-165.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -2.6% | -0.7% | -1.9% | -2.3% |
| 30D | -8.9% | -12.4% | +3.5% | -4.9% |
| 3M | -2.0% | -14.8% | +12.7% | +2.8% |
| 6M | -3.2% | +0.8% | -4.0% | -4.2% |
| YTD | +1.5% | +10.2% | -8.7% | -2.7% |
| 1Y | +0.5% | +37.4% | -37.0% | -10.2% |
| 3Y | +50.4% | +153.3% | -102.9% | +12.0% |
| 5Y | +68.7% | +167.6% | -98.9% | +22.8% |
| All | +351.3% | +516.5% | -165.2% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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