+67.1%
FDX vs CAPR
+84.7%
-17.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.6% |
| 7D | -2.5% | -2.0% | -0.5% | -2.5% |
| 30D | +3.8% | +139.2% | -135.4% | +3.0% |
| 3M | -1.3% | -66.4% | +65.1% | -1.0% |
| 6M | +5.0% | -63.1% | +68.2% | +5.3% |
| YTD | +39.6% | -67.4% | +107.1% | +40.0% |
| 1Y | +81.1% | +58.2% | +22.9% | +75.6% |
| 3Y | +63.0% | +42.2% | +20.8% | +51.7% |
| All | +67.1% | +84.7% | -17.6% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling