+4,850.5%
CL vs FDX
+4,233.7%
+616.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.2% | -2.5% | +0.3% | -1.7% |
| 30D | -4.8% | +3.8% | -8.6% | -5.5% |
| 3M | +4.9% | -1.3% | +6.2% | +4.9% |
| 6M | -5.7% | +5.0% | -10.7% | -7.0% |
| YTD | +14.4% | +39.6% | -25.3% | +7.1% |
| 1Y | +8.7% | +81.1% | -72.4% | -3.1% |
| 3Y | +30.0% | +63.0% | -33.1% | +15.6% |
| 5Y | +28.4% | +65.6% | -37.2% | +11.1% |
| 10Y | +50.1% | +183.4% | -133.3% | +10.9% |
| All | +4,850.5% | +4,233.7% | +616.8% | +1,814.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling