+184.5%
FDX vs CG
+359.8%
-175.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | +0.1% |
| 7D | -2.5% | -4.3% | +1.8% | -0.8% |
| 30D | +3.8% | -5.1% | +8.9% | +5.8% |
| 3M | -1.3% | +8.7% | -10.0% | -5.3% |
| 6M | +5.0% | -9.2% | +14.3% | +8.0% |
| YTD | +39.6% | -18.9% | +58.5% | +49.3% |
| 1Y | +81.1% | -25.6% | +106.8% | +99.6% |
| 3Y | +63.0% | +57.3% | +5.8% | +23.7% |
| 5Y | +65.6% | +10.2% | +55.4% | +40.5% |
| All | +184.5% | +359.8% | -175.3% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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