+56.4%
FERG vs CMS
+35.4%
+21.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | -2.1% | -1.3% | -0.8% | -1.8% |
| 30D | +8.7% | +6.3% | +2.4% | +7.5% |
| 3M | -7.4% | -2.1% | -5.4% | -7.1% |
| 6M | -6.6% | -5.1% | -1.5% | -5.8% |
| YTD | +6.6% | +1.3% | +5.3% | +6.4% |
| 1Y | -3.6% | -1.4% | -2.2% | -3.3% |
| 3Y | +56.4% | +36.9% | +19.5% | +50.5% |
| All | +56.4% | +35.4% | +21.0% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling