+74.2%
FDX vs CAPR
+242.0%
-167.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.4% | -6.0% | +3.4% |
| 7D | +0.2% | +36.0% | -35.9% | 0.0% |
| 30D | +9.3% | +25.8% | -16.5% | +9.1% |
| 3M | +0.5% | +140.8% | -140.4% | -0.3% |
| 6M | +5.3% | -67.6% | +72.9% | +5.6% |
| YTD | +38.6% | -65.9% | +104.5% | +38.8% |
| 1Y | +53.5% | +66.1% | -12.6% | +49.4% |
| 3Y | +74.2% | +256.9% | -182.7% | +41.4% |
| All | +74.2% | +242.0% | -167.8% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling