+65.0%
FDX vs CMS
+1.4%
+63.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.2% |
| 7D | +8.1% | +4.1% | +4.1% | +7.2% |
| 30D | +13.9% | +10.9% | +3.1% | +11.5% |
| 3M | +5.5% | -0.2% | +5.8% | +5.2% |
| 6M | +15.1% | -4.7% | +19.9% | +16.3% |
| YTD | +43.2% | +3.9% | +39.3% | +41.2% |
| 1Y | +65.0% | +0.4% | +64.7% | +64.9% |
| All | +65.0% | +1.4% | +63.7% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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