+74.1%
FDX vs CAG
-36.3%
+110.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | +5.2% | -3.3% | +8.5% | +5.9% |
| 30D | +11.3% | +7.7% | +3.6% | +9.4% |
| 3M | -4.1% | -3.2% | -0.9% | -3.8% |
| 6M | +9.6% | +7.0% | +2.7% | +7.4% |
| YTD | +40.9% | -9.0% | +49.9% | +42.4% |
| 1Y | +53.0% | -9.6% | +62.6% | +54.9% |
| 3Y | +74.1% | -36.0% | +110.1% | +86.2% |
| All | +74.1% | -36.3% | +110.4% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling