+246.7%
CB vs FDX
+156.7%
+90.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -1.0% | -2.1% | +1.0% | -0.6% |
| 30D | +7.3% | +10.4% | -3.1% | +4.7% |
| 3M | +7.0% | +0.5% | +6.6% | +6.8% |
| 6M | +16.3% | +6.5% | +9.9% | +13.8% |
| YTD | +19.7% | +40.2% | -20.5% | +8.6% |
| 1Y | +27.8% | +52.1% | -24.3% | +13.4% |
| 3Y | +72.0% | +72.8% | -0.8% | +42.3% |
| 5Y | +104.9% | +76.3% | +28.6% | +63.2% |
| 10Y | +246.7% | +155.7% | +91.0% | +111.9% |
| All | +246.7% | +156.7% | +90.0% | +111.9% |
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