+4,872.3%
CNC vs FDX
+980.4%
+3,892.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.9% |
| 7D | +2.2% | +5.2% | -3.0% | +0.3% |
| 30D | +1.6% | +11.3% | -9.7% | -2.1% |
| 3M | +7.9% | -4.1% | +12.0% | +9.5% |
| 6M | +21.2% | +9.6% | +11.5% | +16.8% |
| YTD | +73.2% | +40.9% | +32.3% | +51.7% |
| 1Y | +97.5% | +53.0% | +44.5% | +67.9% |
| 3Y | -1.2% | +74.1% | -75.3% | -23.3% |
| 5Y | -6.1% | +75.1% | -81.1% | -30.7% |
| 10Y | +181.3% | +156.9% | +24.3% | +61.9% |
| All | +4,872.3% | +980.4% | +3,892.0% | +1,628.4% |
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