+153.5%
FDX vs CFG
+216.2%
-62.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +5.2% | +3.2% | +2.0% | +3.8% |
| 30D | +11.3% | +5.1% | +6.2% | +9.0% |
| 3M | -4.1% | -11.2% | +7.1% | +0.8% |
| 6M | +9.6% | +9.6% | +0.1% | +5.1% |
| YTD | +40.9% | +15.0% | +25.9% | +32.1% |
| 1Y | +53.0% | +29.9% | +23.2% | +36.0% |
| 3Y | +74.1% | +192.1% | -118.0% | +7.4% |
| 5Y | +75.1% | +62.3% | +12.8% | +34.9% |
| All | +153.5% | +216.2% | -62.7% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling