+424.2%
FERG vs CMS
+140.2%
+284.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +9.7% | +1.7% | +8.0% | +9.5% |
| 30D | +15.0% | +6.2% | +8.9% | +14.2% |
| 3M | +3.8% | +0.6% | +3.1% | +3.7% |
| 6M | +10.6% | -1.8% | +12.4% | +10.8% |
| YTD | +17.0% | +3.8% | +13.1% | +16.4% |
| 1Y | +7.1% | -1.8% | +8.9% | +7.2% |
| 3Y | +67.7% | +39.8% | +27.9% | +61.0% |
| 5Y | +76.4% | +37.1% | +39.3% | +69.8% |
| All | +424.2% | +140.2% | +284.0% | +393.0% |
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