+6,781.2%
CME vs FDX
+870.7%
+5,910.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.6% | -2.5% | +0.9% | -0.7% |
| 30D | +6.2% | +3.8% | +2.4% | +4.8% |
| 3M | +10.4% | -1.3% | +11.7% | +10.4% |
| 6M | -9.5% | +5.0% | -14.6% | -12.5% |
| YTD | +6.0% | +39.6% | -33.6% | -8.1% |
| 1Y | +9.3% | +81.1% | -71.9% | -14.5% |
| 3Y | +57.7% | +63.0% | -5.4% | +20.7% |
| 5Y | +77.7% | +65.6% | +12.1% | +27.2% |
| 10Y | +281.2% | +183.4% | +97.9% | +80.3% |
| All | +6,781.2% | +870.7% | +5,910.5% | +1,603.8% |
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