+70.0%
FDX vs CF
+120.6%
-50.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -1.6% | -3.2% | +1.5% | -1.4% |
| 30D | +6.6% | +4.3% | +2.3% | +6.2% |
| 3M | -2.1% | +2.8% | -4.9% | -2.5% |
| 6M | +2.2% | +0.6% | +1.5% | +1.7% |
| YTD | +33.9% | +56.6% | -22.7% | +24.0% |
| 1Y | +50.2% | +49.6% | +0.6% | +39.9% |
| 3Y | +65.5% | +61.5% | +4.0% | +49.4% |
| All | +70.0% | +120.6% | -50.5% | +41.0% |
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