+3,916.3%
FDX vs CAG
+602.0%
+3,314.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.2% |
| 7D | -1.6% | +5.8% | -7.5% | -3.3% |
| 30D | +6.6% | +16.4% | -9.7% | +1.9% |
| 3M | -2.1% | +3.8% | -5.9% | -3.5% |
| 6M | +2.2% | +10.8% | -8.7% | -1.8% |
| YTD | +33.9% | -5.8% | +39.8% | +34.5% |
| 1Y | +50.2% | -2.4% | +52.6% | +49.2% |
| 3Y | +65.5% | -33.4% | +99.0% | +81.4% |
| 5Y | +74.1% | -39.4% | +113.5% | +94.0% |
| 10Y | +156.7% | -37.5% | +194.2% | +168.9% |
| All | +3,916.3% | +602.0% | +3,314.3% | +1,900.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling