+82.5%
FDX vs CAI
-5.3%
+87.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.1% | +3.4% |
| 7D | +0.2% | -20.3% | +20.5% | +1.5% |
| 30D | +9.3% | -13.9% | +23.2% | +10.2% |
| 3M | +0.5% | +12.4% | -12.0% | -0.6% |
| 6M | +5.3% | +58.3% | -53.0% | +1.5% |
| YTD | +38.6% | -5.2% | +43.8% | +35.6% |
| 1Y | +53.5% | -0.2% | +53.7% | +50.0% |
| All | +82.5% | -5.3% | +87.8% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling