-5.7%
CMG vs FDX
+63.0%
-68.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | -6.5% | -2.3% | -4.1% | -5.9% |
| 30D | +12.1% | -4.9% | +17.0% | +13.6% |
| 3M | +20.6% | -6.5% | +27.0% | +22.3% |
| 6M | +2.1% | +6.7% | -4.6% | -0.7% |
| YTD | -2.6% | +33.9% | -36.5% | -11.4% |
| 1Y | -8.7% | +72.2% | -80.9% | -22.8% |
| 3Y | -7.4% | +60.2% | -67.6% | -22.6% |
| 5Y | -5.7% | +62.9% | -68.6% | -26.1% |
| All | -5.7% | +63.0% | -68.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling