+76.3%
FDX vs CAPR
+219.7%
-143.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +26.5% | -25.5% | +0.8% |
| 7D | -2.1% | +25.8% | -27.8% | -2.3% |
| 30D | +10.4% | +50.2% | -39.8% | +10.0% |
| 3M | +0.5% | +185.5% | -185.0% | -0.6% |
| 6M | +6.5% | -64.8% | +71.3% | +6.7% |
| YTD | +40.2% | -61.1% | +101.4% | +40.3% |
| 1Y | +52.1% | +81.0% | -28.9% | +47.6% |
| 3Y | +72.8% | +300.7% | -227.9% | +57.6% |
| 5Y | +76.3% | +223.3% | -147.1% | +57.0% |
| All | +76.3% | +219.7% | -143.4% | +57.0% |
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 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