+231.7%
CTVA vs FDX
+182.0%
+49.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +4.9% | -2.5% | +7.5% | +5.7% |
| 30D | +11.9% | +3.8% | +8.1% | +10.4% |
| 3M | +13.7% | -1.3% | +15.0% | +13.6% |
| 6M | +13.1% | +5.0% | +8.1% | +10.1% |
| YTD | +32.0% | +39.6% | -7.7% | +16.4% |
| 1Y | +22.1% | +81.1% | -59.1% | -1.8% |
| 3Y | +77.5% | +63.0% | +14.4% | +43.1% |
| 5Y | +106.3% | +65.6% | +40.7% | +60.1% |
| All | +231.7% | +182.0% | +49.6% | +57.7% |
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