+2,104.6%
CLS vs FDX
+1,449.4%
+655.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.9% |
| 7D | -22.2% | -1.6% | -20.5% | -21.6% |
| 30D | -44.4% | +6.6% | -51.0% | -46.3% |
| 3M | -34.3% | -2.1% | -32.2% | -34.0% |
| 6M | -50.1% | +2.2% | -52.2% | -51.1% |
| YTD | -30.1% | +33.9% | -64.0% | -40.8% |
| 1Y | -39.3% | +50.2% | -89.6% | -51.7% |
| 3Y | +732.7% | +65.5% | +667.2% | +502.8% |
| 5Y | +1,777.2% | +74.1% | +1,703.1% | +1,177.5% |
| 10Y | +1,645.6% | +156.7% | +1,488.9% | +758.2% |
| All | +2,104.6% | +1,449.4% | +655.2% | +227.2% |
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