-41.0%
CCL vs FDX
+178.0%
-219.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | +0.5% |
| 7D | -0.1% | -3.3% | +3.2% | +2.1% |
| 30D | -20.0% | -1.4% | -18.6% | -19.4% |
| 3M | -13.7% | -4.5% | -9.1% | -11.2% |
| 6M | -9.0% | +9.4% | -18.4% | -15.2% |
| YTD | -22.8% | +36.0% | -58.8% | -38.3% |
| 1Y | -25.3% | +75.5% | -100.8% | -50.4% |
| 3Y | +54.1% | +62.8% | -8.7% | +2.5% |
| 5Y | +3.5% | +64.4% | -60.9% | -33.4% |
| 10Y | -41.0% | +175.5% | -216.5% | -75.4% |
| All | -41.0% | +178.0% | -219.0% | -75.4% |
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 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