+76.3%
CL vs FDX
+160.0%
-83.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.0% | +1.0% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +11.6% | +9.3% | +2.3% | +10.3% |
| 3M | +5.6% | +0.5% | +5.1% | +5.5% |
| 6M | +13.2% | +5.3% | +7.8% | +12.1% |
| YTD | +26.9% | +38.6% | -11.7% | +21.1% |
| 1Y | +27.3% | +53.5% | -26.2% | +19.8% |
| 3Y | +39.7% | +74.2% | -34.5% | +27.0% |
| 5Y | +41.3% | +75.3% | -33.9% | +26.1% |
| 10Y | +76.3% | +156.3% | -80.0% | +49.2% |
| All | +76.3% | +160.0% | -83.7% | +49.2% |
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