+76.2%
FDX vs CG
-23.0%
+99.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | +11.3% | +11.2% | +0.1% | +6.9% |
| 3M | -4.1% | -22.1% | +18.0% | +4.7% |
| 6M | +9.6% | -17.9% | +27.6% | +16.9% |
| YTD | +40.9% | -31.3% | +72.2% | +58.8% |
| 1Y | +53.0% | -24.0% | +77.0% | +65.5% |
| 3Y | +74.1% | +45.0% | +29.1% | +39.2% |
| All | +76.2% | -23.0% | +99.2% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling