+184.5%
FDX vs CMS
+117.1%
+67.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | +3.8% | -3.6% | +7.4% | +4.9% |
| 3M | -1.3% | -1.9% | +0.6% | -0.9% |
| 6M | +5.0% | -11.0% | +16.0% | +8.3% |
| YTD | +39.6% | +0.2% | +39.4% | +39.1% |
| 1Y | +81.1% | -1.3% | +82.4% | +80.9% |
| 3Y | +63.0% | +35.9% | +27.1% | +46.6% |
| 5Y | +65.6% | +23.1% | +42.5% | +51.4% |
| All | +184.5% | +117.1% | +67.4% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling