+193.6%
FDX vs CFG
+351.2%
-157.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -2.5% |
| 7D | +2.9% | -2.2% | +5.1% | +3.9% |
| 30D | +9.6% | +0.4% | +9.2% | +9.4% |
| 3M | +2.4% | -12.6% | +14.9% | +8.3% |
| 6M | +9.2% | +0.6% | +8.6% | +8.5% |
| YTD | +37.7% | +12.4% | +25.3% | +30.4% |
| 1Y | +56.1% | +27.7% | +28.4% | +39.9% |
| 3Y | +68.9% | +172.4% | -103.4% | +7.9% |
| 5Y | +79.0% | +64.0% | +15.0% | +37.4% |
| 10Y | +163.9% | +252.8% | -88.9% | +33.3% |
| All | +193.6% | +351.2% | -157.6% | +33.3% |
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