+70.0%
FDX vs CAG
-39.4%
+109.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.3% |
| 7D | -1.6% | +5.8% | -7.5% | -2.9% |
| 30D | +6.6% | +16.4% | -9.7% | +2.8% |
| 3M | -2.1% | +3.8% | -5.9% | -3.2% |
| 6M | +2.2% | +10.8% | -8.7% | -1.0% |
| YTD | +33.9% | -5.8% | +39.8% | +34.5% |
| 1Y | +50.2% | -2.4% | +52.6% | +49.5% |
| 3Y | +65.5% | -33.4% | +99.0% | +78.1% |
| All | +70.0% | -39.4% | +109.5% | +81.7% |
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 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