+65.0%
FDX vs CAPR
+47.4%
+17.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.3% | -4.7% | +3.6% |
| 7D | +8.1% | +43.2% | -35.0% | +8.1% |
| 30D | +13.9% | +14.7% | -0.7% | +13.9% |
| 3M | +5.5% | +113.9% | -108.4% | +5.5% |
| 6M | +15.1% | -73.4% | +88.5% | +15.2% |
| YTD | +43.2% | -69.1% | +112.3% | +43.3% |
| 1Y | +65.0% | +47.2% | +17.9% | +65.4% |
| All | +65.0% | +47.4% | +17.6% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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