+47.7%
CI vs FDX
+72.6%
-24.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -2.2% |
| 7D | -1.6% | -1.6% | +0.1% | -1.3% |
| 30D | +5.4% | +6.6% | -1.2% | +4.5% |
| 3M | +7.3% | -2.1% | +9.3% | +7.5% |
| 6M | +5.3% | +2.2% | +3.1% | +4.8% |
| YTD | +8.5% | +33.9% | -25.5% | +4.3% |
| 1Y | +17.1% | +50.2% | -33.1% | +11.0% |
| 3Y | +1.4% | +65.5% | -64.1% | -6.4% |
| All | +47.7% | +72.6% | -24.9% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling