+67.1%
FDX vs CAG
-40.1%
+107.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.5% | -3.8% | +1.3% | -1.7% |
| 30D | +3.8% | +3.1% | +0.7% | +3.0% |
| 3M | -1.3% | +23.5% | -24.8% | -6.4% |
| 6M | +5.0% | -14.8% | +19.9% | +8.5% |
| YTD | +39.6% | -5.4% | +45.1% | +40.4% |
| 1Y | +81.1% | -11.8% | +92.9% | +84.8% |
| 3Y | +63.0% | -36.7% | +99.7% | +77.8% |
| All | +67.1% | -40.1% | +107.2% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling