+1,980.9%
CLS vs FDX
+74.7%
+1,906.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.0% |
| 7D | +16.3% | +5.2% | +11.1% | +13.9% |
| 30D | -25.7% | +11.3% | -36.9% | -29.0% |
| 3M | -30.9% | -4.1% | -26.8% | -29.9% |
| 6M | -35.5% | +9.6% | -45.1% | -38.3% |
| YTD | -18.7% | +40.9% | -59.6% | -30.4% |
| 1Y | -17.9% | +53.0% | -70.9% | -32.1% |
| 3Y | +838.1% | +74.1% | +764.0% | +593.2% |
| All | +1,980.9% | +74.7% | +1,906.2% | +1,446.0% |
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 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