+149.2%
FDX vs CF
+561.7%
-412.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -1.6% | -3.2% | +1.5% | -1.1% |
| 30D | +6.6% | +4.3% | +2.3% | +5.4% |
| 3M | -2.1% | +2.8% | -4.9% | -3.3% |
| 6M | +2.2% | +0.6% | +1.5% | +0.8% |
| YTD | +33.9% | +56.6% | -22.7% | +15.4% |
| 1Y | +50.2% | +49.6% | +0.6% | +30.8% |
| 3Y | +65.5% | +61.5% | +4.0% | +37.2% |
| 5Y | +74.1% | +124.0% | -49.9% | +22.0% |
| All | +149.2% | +561.7% | -412.5% | +29.7% |
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