+149.2%
FDX vs CG
+290.3%
-141.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.5% |
| 7D | -1.6% | -1.2% | -0.4% | -1.2% |
| 30D | +6.6% | +5.0% | +1.6% | +4.3% |
| 3M | -2.1% | -18.2% | +16.1% | +5.9% |
| 6M | +2.2% | -20.7% | +22.9% | +11.2% |
| YTD | +33.9% | -31.4% | +65.4% | +53.1% |
| 1Y | +50.2% | -22.3% | +72.5% | +62.4% |
| 3Y | +65.5% | +50.2% | +15.4% | +27.4% |
| 5Y | +74.1% | -22.1% | +96.1% | +72.1% |
| All | +149.2% | +290.3% | -141.1% | +22.7% |
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