+419.1%
FDX vs CG
+281.3%
+137.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 3M | -2.1% | -18.2% | +16.1% | +5.2% |
| 6M | +2.2% | -20.7% | +22.9% | +10.4% |
| YTD | +33.9% | -31.4% | +65.4% | +51.3% |
| 1Y | +50.2% | -22.3% | +72.5% | +61.5% |
| 3Y | +65.5% | +50.2% | +15.4% | +32.6% |
| 5Y | +74.1% | -22.1% | +96.1% | +72.2% |
| 10Y | +156.7% | +295.5% | -138.8% | +41.6% |
| All | +419.1% | +281.3% | +137.8% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling