+146.4%
CCL vs FDX
+64.2%
+82.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +2.1% |
| 7D | +3.1% | -1.6% | +4.8% | +4.3% |
| 30D | +13.7% | +6.6% | +7.1% | +9.7% |
| 3M | +3.8% | -2.1% | +5.9% | +4.9% |
| 6M | +9.3% | +2.2% | +7.1% | +7.5% |
| YTD | -1.1% | +33.9% | -35.0% | -16.6% |
| 1Y | +14.6% | +50.2% | -35.7% | -9.4% |
| 3Y | +146.4% | +65.5% | +80.9% | +54.9% |
| All | +146.4% | +64.2% | +82.2% | +54.9% |
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 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