+39.9%
CL vs FDX
+72.6%
-32.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -1.9% |
| 7D | +1.3% | -1.6% | +3.0% | +1.5% |
| 30D | +11.4% | +6.6% | +4.7% | +10.7% |
| 3M | +4.4% | -2.1% | +6.5% | +4.6% |
| 6M | +10.8% | +2.2% | +8.6% | +10.4% |
| YTD | +25.1% | +33.9% | -8.8% | +21.9% |
| 1Y | +28.0% | +50.2% | -22.3% | +23.5% |
| 3Y | +37.6% | +65.5% | -27.9% | +30.2% |
| All | +39.9% | +72.6% | -32.7% | +31.2% |
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 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