+494.6%
FERG vs CMS
+127.7%
+366.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.5% | +10.7% | +11.2% |
| 7D | +7.3% | -0.9% | +8.2% | +7.5% |
| 30D | +18.1% | +7.1% | +11.1% | +17.2% |
| 3M | +1.6% | -1.3% | +2.9% | +1.8% |
| 6M | +8.5% | -2.7% | +11.2% | +8.8% |
| YTD | +18.6% | +2.6% | +15.9% | +18.1% |
| 1Y | +5.7% | -2.0% | +7.7% | +5.9% |
| 3Y | +74.0% | +39.6% | +34.4% | +67.5% |
| 5Y | +83.9% | +35.3% | +48.5% | +77.8% |
| 10Y | +494.6% | +132.3% | +362.2% | +517.0% |
| All | +494.6% | +127.7% | +366.9% | +517.0% |
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