+65.8%
FDX vs CF
+73.9%
-8.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.5% |
| 7D | -2.5% | +6.0% | -8.5% | -2.6% |
| 30D | +3.8% | +14.8% | -11.0% | +3.6% |
| 3M | -1.3% | +14.1% | -15.4% | -1.4% |
| 6M | +5.0% | +28.5% | -23.5% | +2.5% |
| YTD | +39.6% | +74.9% | -35.3% | +31.0% |
| 1Y | +81.1% | +61.7% | +19.4% | +71.4% |
| All | +65.8% | +73.9% | -8.1% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling