-25.3%
CCL vs FDX
+74.0%
-99.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.0% |
| 6M | -9.0% | +9.4% | -18.4% | -17.0% |
| YTD | -22.8% | +36.0% | -58.8% | -38.0% |
| 1Y | -25.3% | +75.5% | -100.8% | -46.9% |
| All | -25.3% | +74.0% | -99.3% | -46.9% |
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 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