+3,231.7%
CLS vs FDX
+1,515.3%
+1,716.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +4.6% | -2.5% | +7.1% | +6.1% |
| 30D | -13.9% | +3.8% | -17.7% | -15.5% |
| 3M | -26.6% | -1.3% | -25.3% | -26.1% |
| 6M | +15.4% | +5.0% | +10.4% | +12.1% |
| YTD | +5.7% | +39.6% | -34.0% | -11.6% |
| 1Y | +41.1% | +81.1% | -40.0% | +3.0% |
| 3Y | +1,228.6% | +63.0% | +1,165.5% | +878.6% |
| 5Y | +3,240.6% | +65.6% | +3,175.0% | +2,231.7% |
| 10Y | +2,760.3% | +183.4% | +2,577.0% | +1,241.6% |
| All | +3,231.7% | +1,515.3% | +1,716.4% | +388.1% |
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