+238.9%
CRM vs FDX
+182.5%
+56.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -4.4% | -3.3% | -1.2% | -3.3% |
| 30D | +28.1% | -4.5% | +32.7% | +30.1% |
| 3M | +48.8% | -7.3% | +56.2% | +52.2% |
| 6M | +28.3% | +7.5% | +20.7% | +23.1% |
| YTD | -6.0% | +35.1% | -41.1% | -17.7% |
| 1Y | +1.4% | +71.4% | -70.0% | -19.0% |
| 3Y | +11.8% | +60.8% | -49.0% | -12.0% |
| 5Y | -2.0% | +65.5% | -67.5% | -26.3% |
| All | +238.9% | +182.5% | +56.4% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling