+4,087.3%
FDX vs CAG
+604.9%
+3,482.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.5% | -3.8% | +1.3% | -1.5% |
| 30D | +3.8% | +3.1% | +0.7% | +2.7% |
| 3M | -1.3% | +23.5% | -24.8% | -7.6% |
| 6M | +5.0% | -14.8% | +19.9% | +9.2% |
| YTD | +39.6% | -5.4% | +45.1% | +40.4% |
| 1Y | +81.1% | -11.8% | +92.9% | +85.4% |
| 3Y | +63.0% | -36.7% | +99.7% | +81.5% |
| 5Y | +65.6% | -40.3% | +105.9% | +85.7% |
| 10Y | +183.4% | -37.0% | +220.4% | +196.5% |
| All | +4,087.3% | +604.9% | +3,482.5% | +1,989.1% |
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