+50.0%
FDX vs CAI
-5.1%
+55.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.9% |
| 7D | +0.8% | -8.0% | +8.7% | +1.4% |
| 30D | +9.9% | -18.9% | +28.7% | +11.4% |
| 3M | -1.9% | +7.6% | -9.5% | -3.0% |
| 6M | +6.1% | +43.0% | -36.9% | +1.9% |
| YTD | +38.8% | -11.2% | +50.0% | +35.7% |
| 1Y | +50.0% | -3.3% | +53.3% | +46.6% |
| All | +50.0% | -5.1% | +55.1% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling