+3,896.6%
CMG vs FDX
+387.0%
+3,509.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | +15.9% | +9.9% | +6.0% | +11.6% |
| 3M | +7.8% | -1.9% | +9.7% | +8.5% |
| 6M | +7.7% | +6.1% | +1.6% | +4.2% |
| YTD | -4.9% | +38.8% | -43.7% | -18.0% |
| 1Y | +12.3% | +50.0% | -37.7% | -6.1% |
| 3Y | -17.1% | +71.0% | -88.1% | -37.1% |
| 5Y | -5.6% | +72.5% | -78.1% | -31.6% |
| 10Y | +342.9% | +153.1% | +189.7% | +138.6% |
| All | +3,896.6% | +387.0% | +3,509.6% | +1,285.4% |
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