+336.6%
FDX vs CAPR
-99.1%
+435.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 3M | -1.3% | -66.4% | +65.1% | -0.9% |
| 6M | +5.0% | -63.1% | +68.2% | +5.2% |
| YTD | +39.6% | -67.4% | +107.1% | +40.0% |
| 1Y | +81.1% | +58.2% | +22.9% | +75.2% |
| 3Y | +63.0% | +42.2% | +20.8% | +55.8% |
| 5Y | +65.6% | +87.3% | -21.6% | +57.0% |
| 10Y | +183.4% | -75.3% | +258.6% | +161.0% |
| All | +336.6% | -99.1% | +435.6% | +281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling