+19,478.9%
CMI vs FDX
+4,233.7%
+15,245.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +3.0% |
| 7D | -0.7% | -2.5% | +1.8% | +0.4% |
| 30D | -13.4% | +3.8% | -17.2% | -15.1% |
| 3M | -17.0% | -1.3% | -15.7% | -16.8% |
| 6M | -1.6% | +5.0% | -6.7% | -4.4% |
| YTD | +11.0% | +39.6% | -28.7% | -5.3% |
| 1Y | +41.9% | +81.1% | -39.2% | +7.4% |
| 3Y | +151.8% | +63.0% | +88.8% | +93.0% |
| 5Y | +163.6% | +65.6% | +98.0% | +91.5% |
| 10Y | +472.9% | +183.4% | +289.6% | +199.2% |
| All | +19,478.9% | +4,233.7% | +15,245.2% | +4,267.0% |
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 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