+89.6%
CL vs FDX
+155.8%
-66.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | +3.2% | +5.2% | -2.0% | +2.5% |
| 30D | +8.0% | +11.3% | -3.2% | +6.5% |
| 3M | +7.9% | -4.1% | +12.0% | +8.4% |
| 6M | +14.7% | +9.6% | +5.1% | +13.1% |
| YTD | +29.2% | +40.9% | -11.7% | +22.9% |
| 1Y | +29.5% | +53.0% | -23.5% | +21.9% |
| 3Y | +40.7% | +74.1% | -33.4% | +27.9% |
| 5Y | +43.9% | +75.1% | -31.2% | +28.4% |
| All | +89.6% | +155.8% | -66.2% | +52.6% |
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 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