+88.3%
CNC vs FDX
+179.9%
-91.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -4.9% | -2.3% | -2.5% | -4.2% |
| 30D | -3.8% | -4.9% | +1.1% | -2.5% |
| 3M | -3.2% | -6.5% | +3.2% | -1.8% |
| 6M | +47.9% | +6.7% | +41.2% | +44.5% |
| YTD | +55.7% | +33.9% | +21.8% | +42.5% |
| 1Y | +106.2% | +72.2% | +34.1% | +76.3% |
| 3Y | -2.1% | +60.2% | -62.3% | -17.7% |
| 5Y | +3.4% | +62.9% | -59.5% | -16.3% |
| All | +88.3% | +179.9% | -91.6% | +4.8% |
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 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