+149.2%
FDX vs CFG
+242.7%
-93.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.2% |
| 30D | +6.6% | +1.1% | +5.5% | +6.1% |
| 3M | -2.1% | -12.0% | +9.9% | +3.3% |
| 6M | +2.2% | -2.2% | +4.4% | +2.8% |
| YTD | +33.9% | +11.4% | +22.5% | +27.3% |
| 1Y | +50.2% | +27.8% | +22.4% | +34.4% |
| 3Y | +65.5% | +173.3% | -107.8% | +5.2% |
| 5Y | +74.1% | +62.4% | +11.6% | +34.1% |
| All | +149.2% | +242.7% | -93.5% | +41.2% |
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