+156.2%
FDX vs CF
+557.2%
-400.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.2% | -10.0% | -5.1% |
| 7D | +2.9% | +0.4% | +2.5% | +2.6% |
| 30D | +9.6% | +2.2% | +7.4% | +8.8% |
| 3M | +2.4% | +2.1% | +0.2% | +1.2% |
| 6M | +9.2% | -6.5% | +15.8% | +9.4% |
| YTD | +37.7% | +55.6% | -17.8% | +18.8% |
| 1Y | +56.1% | +42.3% | +13.8% | +37.6% |
| 3Y | +68.9% | +55.7% | +13.2% | +41.4% |
| 5Y | +79.0% | +122.4% | -43.5% | +25.6% |
| All | +156.2% | +557.2% | -400.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling