-33.8%
CCL vs FDX
+152.0%
-185.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.3% | -3.6% |
| 7D | -0.3% | +0.8% | -1.1% | -0.9% |
| 30D | +10.3% | +9.9% | +0.4% | +3.4% |
| 3M | +6.6% | -1.9% | +8.5% | +7.8% |
| 6M | +20.0% | +6.1% | +13.9% | +14.4% |
| YTD | -1.9% | +38.8% | -40.7% | -22.9% |
| 1Y | +10.4% | +50.0% | -39.5% | -17.8% |
| 3Y | +134.8% | +71.0% | +63.8% | +50.1% |
| 5Y | +34.0% | +72.5% | -38.5% | -16.3% |
| All | -33.8% | +152.0% | -185.8% | -73.1% |
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