+149.8%
FDX vs CFG
+214.3%
-64.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +0.8% | +1.6% | -0.8% | +0.1% |
| 30D | +9.9% | +3.3% | +6.6% | +8.4% |
| 3M | -1.9% | -11.5% | +9.6% | +3.3% |
| 6M | +6.1% | +6.2% | -0.1% | +3.0% |
| YTD | +38.8% | +14.3% | +24.5% | +30.4% |
| 1Y | +50.0% | +26.7% | +23.3% | +34.7% |
| 3Y | +71.0% | +187.8% | -116.7% | +6.2% |
| 5Y | +72.5% | +61.3% | +11.2% | +33.2% |
| All | +149.8% | +214.3% | -64.5% | +42.4% |
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