+84.5%
CTVA vs FDX
+73.6%
+10.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -1.0% | -2.1% | +1.1% | -0.6% |
| 30D | -8.7% | +10.4% | -19.1% | -10.5% |
| 3M | +6.4% | +0.5% | +5.9% | +6.2% |
| 6M | -1.9% | +6.5% | -8.4% | -3.6% |
| YTD | +21.5% | +40.2% | -18.7% | +11.2% |
| 1Y | +24.3% | +52.1% | -27.8% | +11.5% |
| All | +84.5% | +73.6% | +10.8% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling