+7,384.4%
CME vs FDX
+863.4%
+6,521.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.7% |
| 7D | -0.6% | +0.2% | -0.7% | -0.7% |
| 30D | +8.5% | +9.3% | -0.8% | +4.9% |
| 3M | +16.0% | +0.5% | +15.6% | +15.5% |
| 6M | +9.3% | +5.3% | +4.0% | +6.2% |
| YTD | +15.3% | +38.6% | -23.3% | 0.0% |
| 1Y | +14.4% | +53.5% | -39.1% | -4.7% |
| 3Y | +59.9% | +74.2% | -14.3% | +19.2% |
| 5Y | +69.4% | +75.3% | -5.8% | +18.3% |
| 10Y | +299.5% | +156.3% | +143.2% | +99.9% |
| All | +7,384.4% | +863.4% | +6,521.1% | +1,753.6% |
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