+29.5%
CL vs FDX
+51.6%
-22.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | +3.2% | +5.2% | -2.0% | +2.1% |
| 30D | +8.0% | +11.3% | -3.2% | +6.0% |
| 3M | +7.9% | -4.1% | +12.0% | +8.2% |
| 6M | +14.7% | +9.6% | +5.1% | +11.9% |
| YTD | +29.2% | +40.9% | -11.7% | +21.9% |
| 1Y | +29.5% | +53.0% | -23.5% | +19.1% |
| All | +29.5% | +51.6% | -22.1% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling