-10.0%
CRM vs FDX
+65.6%
-75.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +2.5% |
| 7D | -6.2% | +8.1% | -14.3% | -5.5% |
| 30D | -1.2% | +13.9% | -15.1% | 0.0% |
| 3M | +19.1% | +5.5% | +13.6% | +19.6% |
| 6M | +23.0% | +15.1% | +7.8% | +25.9% |
| YTD | -13.7% | +43.2% | -56.9% | -16.9% |
| 1Y | -10.0% | +65.0% | -75.0% | -16.1% |
| All | -10.0% | +65.6% | -75.6% | -16.1% |
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 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