+58.5%
FDX vs CG
-18.0%
+76.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.6% | -3.1% | +1.6% |
| 7D | +0.2% | +3.0% | -2.9% | -0.6% |
| 30D | +9.3% | +10.1% | -0.8% | +6.5% |
| 3M | +0.5% | -10.8% | +11.3% | +3.1% |
| 6M | +5.3% | -15.2% | +20.5% | +9.5% |
| YTD | +38.6% | -26.9% | +65.5% | +48.0% |
| All | +58.5% | -18.0% | +76.5% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling