+104.4%
COST vs FDX
+63.0%
+41.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.6% |
| 7D | -2.8% | -2.3% | -0.5% | -2.4% |
| 30D | -5.3% | -4.9% | -0.4% | -4.5% |
| 3M | -6.7% | -6.5% | -0.2% | -5.8% |
| 6M | -9.9% | +6.7% | -16.6% | -11.4% |
| YTD | +5.1% | +33.9% | -28.7% | -0.8% |
| 1Y | -7.3% | +72.2% | -79.5% | -16.6% |
| 3Y | +70.4% | +60.2% | +10.2% | +50.6% |
| 5Y | +104.4% | +62.9% | +41.5% | +74.1% |
| All | +104.4% | +63.0% | +41.4% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling