-10.7%
CMG vs FDX
+80.8%
-91.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | -2.8% | -2.5% | -0.3% | -2.2% |
| 30D | +7.1% | +3.8% | +3.3% | +5.9% |
| 3M | +31.2% | -1.3% | +32.5% | +31.0% |
| 6M | +0.7% | +5.0% | -4.3% | -2.7% |
| YTD | -0.1% | +39.6% | -39.8% | -14.4% |
| 1Y | -10.7% | +81.1% | -91.9% | -30.0% |
| All | -10.7% | +80.8% | -91.5% | -30.0% |
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