+1,095.7%
CCL vs FDX
+4,201.0%
-3,105.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +2.4% |
| 7D | +3.1% | +0.2% | +2.9% | +3.1% |
| 30D | +17.5% | +9.3% | +8.2% | +12.5% |
| 3M | +6.8% | +0.5% | +6.3% | +6.4% |
| 6M | +18.7% | +5.3% | +13.4% | +15.3% |
| YTD | +3.0% | +38.6% | -35.6% | -13.0% |
| 1Y | +17.7% | +53.5% | -35.8% | -5.7% |
| 3Y | +155.6% | +74.2% | +81.4% | +87.6% |
| 5Y | +30.2% | +75.3% | -45.1% | -4.4% |
| 10Y | -28.5% | +156.3% | -184.7% | -57.0% |
| All | +1,095.7% | +4,201.0% | -3,105.3% | +134.9% |
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 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