+299.5%
CME vs FDX
+160.0%
+139.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.0% |
| 7D | -0.6% | +0.2% | -0.7% | -0.6% |
| 30D | +8.5% | +9.3% | -0.8% | +7.0% |
| 3M | +16.0% | +0.5% | +15.6% | +15.9% |
| 6M | +9.3% | +5.3% | +4.0% | +8.1% |
| YTD | +15.3% | +38.6% | -23.3% | +8.5% |
| 1Y | +14.4% | +53.5% | -39.1% | +5.8% |
| 3Y | +59.9% | +74.2% | -14.3% | +40.8% |
| 5Y | +69.4% | +75.3% | -5.8% | +45.3% |
| 10Y | +299.5% | +156.3% | +143.2% | +147.2% |
| All | +299.5% | +160.0% | +139.5% | +147.2% |
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 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