+246.7%
CB vs FDX
+155.6%
+91.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +8.2% | +9.5% | -1.3% | +5.7% |
| 3M | +6.3% | -1.3% | +7.6% | +6.5% |
| 6M | +16.2% | +5.5% | +10.7% | +13.9% |
| YTD | +19.3% | +38.9% | -19.5% | +8.5% |
| 1Y | +29.2% | +58.8% | -29.6% | +13.3% |
| 3Y | +71.4% | +71.1% | +0.3% | +42.2% |
| 5Y | +104.2% | +76.3% | +27.9% | +62.5% |
| 10Y | +246.7% | +153.4% | +93.2% | +112.5% |
| All | +246.7% | +155.6% | +91.1% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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