+56.1%
CCL vs FDX
+66.4%
-10.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | -5.0% | -2.5% | -2.5% | -3.6% |
| 30D | -20.3% | +3.8% | -24.1% | -22.3% |
| 3M | -15.1% | -1.3% | -13.8% | -14.7% |
| 6M | -15.1% | +5.0% | -20.1% | -18.1% |
| YTD | -21.8% | +39.6% | -61.4% | -35.8% |
| 1Y | -24.8% | +81.1% | -105.9% | -46.8% |
| All | +56.1% | +66.4% | -10.2% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling