+807.8%
CCL vs FDX
+4,233.7%
-3,425.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -5.0% | -2.5% | -2.5% | -3.9% |
| 30D | -20.3% | +3.8% | -24.1% | -22.0% |
| 3M | -15.1% | -1.3% | -13.8% | -14.7% |
| 6M | -15.1% | +5.0% | -20.1% | -17.4% |
| YTD | -21.8% | +39.6% | -61.4% | -34.2% |
| 1Y | -24.8% | +81.1% | -105.9% | -44.7% |
| 3Y | +51.9% | +63.0% | -11.2% | +15.3% |
| 5Y | +4.0% | +65.6% | -61.6% | -22.0% |
| 10Y | -42.2% | +183.4% | -225.6% | -66.8% |
| All | +807.8% | +4,233.7% | -3,425.9% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling