+71.5%
FERG vs CMS
+23.4%
+48.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -10.2% | -3.6% | -6.6% | -9.4% |
| 3M | -0.6% | -1.9% | +1.3% | -0.3% |
| 6M | -6.5% | -11.0% | +4.4% | -3.9% |
| YTD | +4.2% | +0.2% | +4.0% | +3.9% |
| 1Y | -2.3% | -1.3% | -0.9% | -2.3% |
| 3Y | +48.5% | +35.9% | +12.6% | +34.5% |
| All | +71.5% | +23.4% | +48.1% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling