-6.7%
CMG vs FDX
+73.7%
-80.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.1% |
| 7D | -3.8% | -3.9% | 0.0% | -3.0% |
| 30D | +12.9% | -3.3% | +16.2% | +13.6% |
| 3M | +18.8% | -2.0% | +20.7% | +18.5% |
| 6M | +4.1% | +8.0% | -4.0% | -1.0% |
| YTD | -2.4% | +35.0% | -37.4% | -15.3% |
| 1Y | -6.7% | +73.7% | -80.3% | -26.1% |
| All | -6.7% | +73.7% | -80.4% | -26.1% |
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