+19.6%
CME vs FDX
+65.6%
-46.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +1.5% |
| 7D | +4.8% | +8.1% | -3.3% | +5.2% |
| 30D | +14.2% | +13.9% | +0.2% | +14.9% |
| 3M | +17.9% | +5.5% | +12.4% | +18.4% |
| 6M | +7.2% | +15.1% | -7.9% | +8.7% |
| YTD | +16.7% | +43.2% | -26.5% | +19.5% |
| 1Y | +19.6% | +65.0% | -45.5% | +20.8% |
| All | +19.6% | +65.6% | -46.1% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling