+153.4%
FDX vs CAG
-38.9%
+192.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +0.5% | +6.6% | -6.2% | -1.0% |
| 30D | +9.5% | +13.9% | -4.4% | +6.3% |
| 3M | -1.3% | +4.0% | -5.4% | -2.5% |
| 6M | +5.5% | +10.0% | -4.5% | +2.7% |
| YTD | +38.9% | -6.1% | +45.0% | +39.5% |
| 1Y | +58.8% | -4.3% | +63.1% | +58.8% |
| 3Y | +71.1% | -34.6% | +105.7% | +84.2% |
| 5Y | +76.3% | -39.4% | +115.7% | +91.8% |
| 10Y | +153.4% | -34.2% | +187.6% | +178.0% |
| All | +153.4% | -38.9% | +192.3% | +178.0% |
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