+25.7%
COP vs FDX
+64.2%
-38.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.1% |
| 7D | -11.5% | -1.6% | -9.9% | -11.4% |
| 30D | +5.0% | +6.6% | -1.7% | +3.6% |
| 3M | +17.5% | -2.1% | +19.6% | +17.6% |
| 6M | +16.2% | +2.2% | +14.1% | +14.7% |
| YTD | +48.8% | +33.9% | +14.8% | +34.7% |
| 1Y | +64.1% | +50.2% | +13.9% | +43.4% |
| 3Y | +25.7% | +65.5% | -39.9% | -0.1% |
| All | +25.7% | +64.2% | -38.5% | -0.1% |
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