+7,418.1%
CME vs FDX
+831.0%
+6,587.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.6% |
| 7D | +0.9% | -1.6% | +2.5% | +1.5% |
| 30D | +13.2% | +6.6% | +6.6% | +10.5% |
| 3M | +16.3% | -2.1% | +18.3% | +16.9% |
| 6M | +7.1% | +2.2% | +5.0% | +5.2% |
| YTD | +15.8% | +33.9% | -18.1% | +1.7% |
| 1Y | +17.1% | +50.2% | -33.2% | -1.7% |
| 3Y | +63.2% | +65.5% | -2.4% | +24.0% |
| 5Y | +70.2% | +74.1% | -3.9% | +18.8% |
| 10Y | +337.0% | +156.7% | +180.3% | +117.0% |
| All | +7,418.1% | +831.0% | +6,587.1% | +1,785.8% |
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 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