+498.5%
FDX vs CF
+4,965.4%
-4,466.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.4% | +8.0% | +4.5% |
| 7D | +8.1% | -6.9% | +15.0% | +9.7% |
| 30D | +13.9% | -3.7% | +17.7% | +14.7% |
| 3M | +5.5% | -5.0% | +10.5% | +6.1% |
| 6M | +15.1% | -10.5% | +25.6% | +16.5% |
| YTD | +43.2% | +46.5% | -3.3% | +27.5% |
| 1Y | +65.0% | +34.8% | +30.2% | +49.5% |
| 3Y | +75.7% | +46.7% | +29.0% | +52.8% |
| 5Y | +84.4% | +112.0% | -27.6% | +41.3% |
| 10Y | +174.4% | +529.7% | -355.3% | +56.1% |
| All | +498.5% | +4,965.4% | -4,466.9% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling