+31.4%
CORZ vs FDX
+80.8%
-49.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +8.4% | -2.5% | +10.9% | +8.9% |
| 30D | -17.8% | +3.8% | -21.6% | -18.7% |
| 3M | -35.9% | -1.3% | -34.6% | -35.9% |
| 6M | +12.9% | +5.0% | +7.9% | +7.8% |
| YTD | +22.9% | +39.6% | -16.8% | +19.9% |
| 1Y | +31.4% | +81.1% | -49.8% | +53.9% |
| All | +31.4% | +80.8% | -49.4% | +53.9% |
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