+67.7%
FERG vs CMI
+164.8%
-97.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.1% |
| 7D | -2.6% | -0.7% | -1.9% | -2.2% |
| 30D | -8.9% | -12.4% | +3.5% | -2.6% |
| 3M | -2.0% | -14.8% | +12.7% | +5.3% |
| 6M | -3.2% | +0.8% | -4.0% | -5.8% |
| YTD | +1.5% | +10.2% | -8.7% | -6.6% |
| 1Y | +0.5% | +37.4% | -37.0% | -18.4% |
| 3Y | +50.4% | +153.3% | -102.9% | -15.6% |
| All | +67.7% | +164.8% | -97.1% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling