+332.6%
CMI vs FDX
+155.8%
+176.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.3% |
| 7D | +0.5% | +5.2% | -4.7% | -1.5% |
| 30D | -14.0% | +11.3% | -25.3% | -17.7% |
| 3M | -28.1% | -4.1% | -24.0% | -27.2% |
| 6M | -35.8% | +9.6% | -45.5% | -38.6% |
| YTD | -10.5% | +40.9% | -51.4% | -22.6% |
| 1Y | -1.9% | +53.0% | -54.9% | -17.8% |
| 3Y | +121.0% | +74.1% | +46.9% | +70.4% |
| 5Y | +114.6% | +75.1% | +39.5% | +59.6% |
| All | +332.6% | +155.8% | +176.7% | +154.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling