+175.5%
FDX vs CAG
-36.5%
+212.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.3% |
| 7D | -3.3% | -5.3% | +2.0% | -2.2% |
| 30D | -1.4% | +1.0% | -2.4% | -1.7% |
| 3M | -4.5% | +17.4% | -21.9% | -8.1% |
| 6M | +9.4% | -16.8% | +26.2% | +13.3% |
| YTD | +36.0% | -6.8% | +42.8% | +37.1% |
| 1Y | +75.5% | -15.4% | +90.9% | +80.4% |
| 3Y | +62.8% | -37.1% | +99.9% | +76.8% |
| 5Y | +64.4% | -41.3% | +105.7% | +80.1% |
| 10Y | +175.5% | -35.5% | +210.9% | +190.0% |
| All | +175.5% | -36.5% | +212.0% | +190.0% |
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