-3.6%
CNC vs FDX
+59.1%
-62.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -4.9% | -2.3% | -2.5% | -4.5% |
| 30D | -3.8% | -4.9% | +1.1% | -3.1% |
| 3M | -3.2% | -6.5% | +3.2% | -2.4% |
| 6M | +47.9% | +6.7% | +41.2% | +46.0% |
| YTD | +55.7% | +33.9% | +21.8% | +48.7% |
| 1Y | +106.2% | +72.2% | +34.1% | +91.0% |
| All | -3.6% | +59.1% | -62.7% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling