+131.2%
CTVA vs FDX
+180.3%
-49.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -1.0% | -23.3% | -24.0% |
| 7D | -23.7% | +0.8% | -24.5% | -23.8% |
| 30D | -31.2% | +9.9% | -41.1% | -33.2% |
| 3M | -18.7% | -1.9% | -16.8% | -18.3% |
| 6M | -25.5% | +6.1% | -31.6% | -27.4% |
| YTD | -8.0% | +38.8% | -46.8% | -18.7% |
| 1Y | -7.0% | +50.0% | -57.0% | -20.0% |
| 3Y | +45.2% | +71.0% | -25.8% | +15.2% |
| 5Y | +32.3% | +72.5% | -40.2% | +0.9% |
| All | +131.2% | +180.3% | -49.1% | +10.2% |
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