+330.5%
FDX vs CAPR
-99.1%
+429.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.6% | -0.2% | -3.8% |
| 7D | +2.9% | +29.7% | -26.8% | +2.7% |
| 30D | +9.6% | +11.0% | -1.4% | +9.5% |
| 3M | +2.4% | +118.8% | -116.5% | +1.4% |
| 6M | +9.2% | -73.9% | +83.1% | +9.8% |
| YTD | +37.7% | -70.2% | +107.9% | +38.1% |
| 1Y | +56.1% | +38.3% | +17.9% | +51.2% |
| 3Y | +68.9% | +199.7% | -130.7% | +60.4% |
| 5Y | +79.0% | +130.6% | -51.6% | +69.3% |
| 10Y | +163.9% | -68.5% | +232.4% | +142.6% |
| All | +330.5% | -99.1% | +429.7% | +275.9% |
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