+1,751.5%
CLS vs FDX
+160.0%
+1,591.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.5% | +4.4% | +6.4% |
| 7D | -10.6% | +0.2% | -10.7% | -10.6% |
| 30D | -38.4% | +9.3% | -47.7% | -40.7% |
| 3M | -29.9% | +0.5% | -30.3% | -30.3% |
| 6M | -40.6% | +5.3% | -46.0% | -42.3% |
| YTD | -24.6% | +38.6% | -63.2% | -34.8% |
| 1Y | -30.8% | +53.5% | -84.3% | -42.8% |
| 3Y | +811.7% | +74.2% | +737.5% | +588.0% |
| 5Y | +1,838.4% | +75.3% | +1,763.2% | +1,319.1% |
| 10Y | +1,751.5% | +156.3% | +1,595.2% | +926.0% |
| All | +1,751.5% | +160.0% | +1,591.5% | +926.0% |
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