+197.7%
FDX vs CFG
+396.4%
-198.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.5% | +1.5% | -4.1% | -3.2% |
| 30D | +3.8% | -3.8% | +7.6% | +5.4% |
| 3M | -1.3% | +11.5% | -12.8% | -6.0% |
| 6M | +5.0% | +19.2% | -14.2% | -2.8% |
| YTD | +39.6% | +23.7% | +15.9% | +27.0% |
| 1Y | +81.1% | +38.8% | +42.3% | +56.4% |
| 3Y | +63.0% | +178.9% | -115.9% | +2.5% |
| 5Y | +65.6% | +101.8% | -36.2% | +16.0% |
| 10Y | +183.4% | +317.3% | -133.9% | +33.3% |
| All | +197.7% | +396.4% | -198.7% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling