+156.3%
FDX vs CAG
-38.3%
+194.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.4% |
| 7D | +0.2% | +4.6% | -4.4% | -0.8% |
| 30D | +9.3% | +14.7% | -5.4% | +6.0% |
| 3M | +0.5% | +2.4% | -1.9% | -0.3% |
| 6M | +5.3% | +10.7% | -5.4% | +2.4% |
| YTD | +38.6% | -5.5% | +44.1% | +39.0% |
| 1Y | +53.5% | -4.6% | +58.1% | +53.6% |
| 3Y | +74.2% | -34.4% | +108.7% | +87.2% |
| 5Y | +75.3% | -39.2% | +114.4% | +90.2% |
| 10Y | +156.3% | -39.0% | +195.2% | +175.7% |
| All | +156.3% | -38.3% | +194.6% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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