+67.1%
FDX vs CF
+227.0%
-159.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.3% |
| 7D | -2.5% | +6.0% | -8.5% | -3.0% |
| 30D | +3.8% | +14.8% | -11.0% | +2.6% |
| 3M | -1.3% | +14.1% | -15.4% | -2.5% |
| 6M | +5.0% | +28.5% | -23.5% | +1.1% |
| YTD | +39.6% | +74.9% | -35.3% | +28.7% |
| 1Y | +81.1% | +61.7% | +19.4% | +68.4% |
| 3Y | +63.0% | +80.3% | -17.3% | +46.6% |
| All | +67.1% | +227.0% | -159.9% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling