+150.9%
CI vs FDX
+156.7%
-5.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.8% |
| 7D | -1.3% | -2.1% | +0.8% | -0.8% |
| 30D | +6.4% | +10.4% | -4.0% | +3.6% |
| 3M | +10.7% | +0.5% | +10.2% | +10.4% |
| 6M | +5.5% | +6.5% | -1.0% | +3.2% |
| YTD | +11.4% | +40.2% | -28.9% | +0.7% |
| 1Y | +15.0% | +52.1% | -37.1% | +1.6% |
| 3Y | +9.0% | +72.8% | -63.9% | -10.6% |
| 5Y | +52.0% | +76.3% | -24.3% | +19.7% |
| 10Y | +150.9% | +155.7% | -4.8% | +52.1% |
| All | +150.9% | +156.7% | -5.8% | +52.1% |
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