+5,793.7%
CRM vs FDX
+515.9%
+5,277.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -2.6% |
| 7D | -3.5% | -3.3% | -0.2% | -1.9% |
| 30D | +29.3% | -1.4% | +30.6% | +30.0% |
| 3M | +36.8% | -4.5% | +41.3% | +38.7% |
| 6M | +23.9% | +9.4% | +14.5% | +16.0% |
| YTD | -5.5% | +36.0% | -41.5% | -21.2% |
| 1Y | -0.4% | +75.5% | -75.9% | -27.3% |
| 3Y | +12.8% | +62.8% | -50.0% | -19.0% |
| 5Y | -3.5% | +64.4% | -67.9% | -34.0% |
| 10Y | +238.4% | +175.5% | +63.0% | +50.8% |
| All | +5,793.7% | +515.9% | +5,277.8% | +1,202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling