+1,301.2%
FERG vs CMI
+1,617.5%
-316.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | -11.8% | -12.8% | +1.0% | -9.6% |
| 3M | -1.2% | -12.4% | +11.2% | +1.0% |
| 6M | -2.3% | -0.9% | -1.4% | -2.4% |
| YTD | +0.8% | +8.9% | -8.1% | -1.0% |
| 1Y | +0.5% | +37.7% | -37.2% | -5.0% |
| 3Y | +51.4% | +148.9% | -97.5% | +31.3% |
| 5Y | +67.5% | +164.4% | -96.9% | +43.8% |
| 10Y | +348.1% | +506.9% | -158.8% | +270.6% |
| All | +1,301.2% | +1,617.5% | -316.2% | +1,025.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling