+146.7%
CI vs FDX
+185.1%
-38.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | +1.3% | -2.5% | +3.8% | +2.0% |
| 30D | +4.4% | +3.8% | +0.6% | +3.3% |
| 3M | +0.7% | -1.3% | +2.0% | +0.7% |
| 6M | +0.3% | +5.0% | -4.7% | -1.6% |
| YTD | +3.8% | +39.6% | -35.8% | -6.0% |
| 1Y | -5.5% | +81.1% | -86.6% | -20.4% |
| 3Y | +8.1% | +63.0% | -54.9% | -9.7% |
| 5Y | +42.8% | +65.6% | -22.8% | +15.1% |
| All | +146.7% | +185.1% | -38.4% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling