+104.9%
CNC vs FDX
+72.3%
+32.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.6% |
| 6M | +47.9% | +6.7% | +41.2% | +42.5% |
| YTD | +55.7% | +33.9% | +21.8% | +33.4% |
| All | +104.9% | +72.3% | +32.6% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling