+17.7%
CME vs FDX
+59.9%
-42.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.2% |
| 7D | +2.5% | -2.1% | +4.5% | +2.4% |
| 30D | +13.9% | +10.4% | +3.5% | +14.6% |
| 3M | +22.4% | +0.5% | +21.9% | +22.4% |
| 6M | +12.9% | +6.5% | +6.4% | +14.2% |
| YTD | +19.6% | +40.2% | -20.6% | +24.8% |
| 1Y | +17.7% | +52.1% | -34.4% | +23.5% |
| All | +17.7% | +59.9% | -42.3% | +23.5% |
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