+92.2%
CNC vs FDX
+182.3%
-90.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +1.9% |
| 7D | -3.9% | -3.9% | 0.0% | -2.8% |
| 30D | +0.8% | -3.3% | +4.1% | +1.7% |
| 3M | +0.1% | -2.0% | +2.1% | +0.3% |
| 6M | +79.7% | +8.0% | +71.6% | +74.9% |
| YTD | +58.9% | +35.0% | +23.9% | +45.2% |
| 1Y | +109.1% | +73.7% | +35.5% | +78.3% |
| 3Y | 0.0% | +61.6% | -61.6% | -16.1% |
| 5Y | +9.5% | +65.4% | -55.9% | -11.8% |
| All | +92.2% | +182.3% | -90.1% | +6.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling