+4,577.2%
CNC vs FDX
+970.7%
+3,606.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | +3.5% | -2.5% | +6.1% | +4.4% |
| 30D | +0.1% | +3.8% | -3.7% | -1.4% |
| 3M | +6.9% | -1.3% | +8.2% | +6.9% |
| 6M | +49.0% | +5.0% | +44.0% | +45.2% |
| YTD | +62.9% | +39.6% | +23.3% | +43.0% |
| 1Y | +134.0% | +81.1% | +52.9% | +87.3% |
| 3Y | +9.4% | +63.0% | -53.6% | -13.3% |
| 5Y | +4.1% | +65.6% | -61.5% | -21.7% |
| 10Y | +95.4% | +183.4% | -88.0% | +7.8% |
| All | +4,577.2% | +970.7% | +3,606.5% | +1,529.8% |
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 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