+441.2%
FDX vs CG
+351.2%
+90.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | +0.1% |
| 7D | -2.5% | -4.3% | +1.8% | -0.9% |
| 30D | +3.8% | -5.1% | +8.9% | +5.7% |
| 3M | -1.3% | +8.7% | -10.0% | -4.9% |
| 6M | +5.0% | -9.2% | +14.3% | +7.8% |
| YTD | +39.6% | -18.9% | +58.5% | +48.4% |
| 1Y | +81.1% | -25.6% | +106.8% | +97.9% |
| 3Y | +63.0% | +57.3% | +5.8% | +28.4% |
| 5Y | +65.6% | +10.2% | +55.4% | +43.7% |
| 10Y | +183.4% | +364.2% | -180.9% | +47.3% |
| All | +441.2% | +351.2% | +90.1% | +177.6% |
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