+7,131.2%
CB vs FDX
+3,328.6%
+3,802.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -0.9% |
| 7D | +0.2% | -1.6% | +1.9% | +0.8% |
| 30D | +9.1% | +6.6% | +2.5% | +6.8% |
| 3M | +3.4% | -2.1% | +5.5% | +3.9% |
| 6M | +14.1% | +2.2% | +11.9% | +12.4% |
| YTD | +18.0% | +33.9% | -15.9% | +5.8% |
| 1Y | +30.1% | +50.2% | -20.1% | +12.2% |
| 3Y | +71.8% | +65.5% | +6.2% | +37.7% |
| 5Y | +101.8% | +74.1% | +27.8% | +52.7% |
| 10Y | +252.1% | +156.7% | +95.5% | +115.7% |
| All | +7,131.2% | +3,328.6% | +3,802.6% | +2,095.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling