+50.2%
FDX vs CF
+46.5%
+3.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.6% |
| 7D | -1.6% | -3.2% | +1.5% | -1.9% |
| 30D | +6.6% | +4.3% | +2.3% | +7.4% |
| 3M | -2.1% | +2.8% | -4.9% | -1.3% |
| 6M | +2.2% | +0.6% | +1.5% | +3.0% |
| YTD | +33.9% | +56.6% | -22.7% | +32.6% |
| 1Y | +50.2% | +49.6% | +0.6% | +50.4% |
| All | +50.2% | +46.5% | +3.7% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling