+28.0%
CB vs FDX
+51.6%
-23.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | +2.9% | +5.2% | -2.3% | +2.6% |
| 30D | +7.3% | +11.3% | -4.0% | +6.9% |
| 3M | +9.4% | -4.1% | +13.5% | +9.1% |
| 6M | +19.6% | +9.6% | +10.0% | +18.3% |
| YTD | +21.5% | +40.9% | -19.4% | +22.3% |
| 1Y | +28.0% | +53.0% | -25.0% | +29.8% |
| All | +28.0% | +51.6% | -23.6% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling