+52.1%
FDX vs CG
-19.9%
+72.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | -2.1% | -3.8% | +1.8% | -1.1% |
| 30D | +10.4% | +7.5% | +2.9% | +8.4% |
| 3M | +0.5% | -14.4% | +14.8% | +4.0% |
| 6M | +6.5% | -15.7% | +22.1% | +10.7% |
| YTD | +40.2% | -29.0% | +69.2% | +50.3% |
| 1Y | +52.1% | -22.1% | +74.2% | +58.4% |
| All | +52.1% | -19.9% | +72.0% | +58.4% |
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