+2,944.0%
CLS vs FDX
+178.0%
+2,766.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.6% | +8.2% | +6.7% |
| 7D | +12.8% | -3.3% | +16.1% | +14.4% |
| 30D | +3.8% | -1.4% | +5.2% | +4.5% |
| 3M | -14.6% | -4.5% | -10.1% | -13.0% |
| 6M | +32.2% | +9.4% | +22.8% | +26.9% |
| YTD | +11.6% | +36.0% | -24.4% | -2.3% |
| 1Y | +35.1% | +75.5% | -40.5% | +6.1% |
| 3Y | +1,312.5% | +62.8% | +1,249.7% | +1,003.7% |
| 5Y | +3,542.1% | +64.4% | +3,477.7% | +2,632.9% |
| 10Y | +2,944.0% | +175.5% | +2,768.5% | +1,512.3% |
| All | +2,944.0% | +178.0% | +2,766.0% | +1,512.3% |
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