+58.5%
FDX vs CAPR
+64.2%
-5.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.4% | -6.0% | +3.5% |
| 7D | +0.2% | +36.0% | -35.9% | +0.1% |
| 30D | +9.3% | +25.8% | -16.5% | +9.2% |
| 3M | +0.5% | +140.8% | -140.4% | +0.4% |
| 6M | +5.3% | -67.6% | +72.9% | +5.4% |
| YTD | +38.6% | -65.9% | +104.5% | +38.6% |
| All | +58.5% | +64.2% | -5.7% | +59.0% |
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