+105.1%
CTVA vs FDX
+63.0%
+42.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.0% |
| 7D | -5.8% | -2.3% | -3.5% | -5.4% |
| 30D | +11.1% | -4.9% | +16.0% | +12.1% |
| 3M | +13.2% | -6.5% | +19.7% | +14.4% |
| 6M | +8.7% | +6.7% | +2.1% | +6.5% |
| YTD | +27.3% | +33.9% | -6.6% | +18.7% |
| 1Y | +18.0% | +72.2% | -54.2% | +4.2% |
| 3Y | +76.5% | +60.2% | +16.2% | +55.7% |
| 5Y | +105.1% | +62.9% | +42.2% | +77.1% |
| All | +105.1% | +63.0% | +42.1% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling