+352.7%
FERG vs CMS
+116.0%
+236.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | -15.1% | -1.3% | -13.8% | -14.9% |
| 3M | -4.8% | -5.4% | +0.5% | -4.3% |
| 6M | -2.5% | -10.3% | +7.9% | -1.3% |
| YTD | +1.8% | -0.2% | +2.0% | +1.8% |
| 1Y | -0.3% | -0.9% | +0.5% | -0.3% |
| 3Y | +52.9% | +34.0% | +19.0% | +48.0% |
| 5Y | +69.3% | +23.6% | +45.7% | +64.6% |
| 10Y | +352.7% | +122.2% | +230.5% | +367.3% |
| All | +352.7% | +116.0% | +236.7% | +367.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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