+149.2%
FDX vs CMS
+125.4%
+23.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | +6.6% | +6.3% | +0.3% | +4.8% |
| 3M | -2.1% | -2.1% | 0.0% | -1.5% |
| 6M | +2.2% | -5.1% | +7.3% | +3.4% |
| YTD | +33.9% | +1.3% | +32.7% | +33.0% |
| 1Y | +50.2% | -1.4% | +51.6% | +50.3% |
| 3Y | +65.5% | +36.9% | +28.6% | +49.1% |
| 5Y | +74.1% | +32.5% | +41.5% | +55.6% |
| All | +149.2% | +125.4% | +23.8% | +117.8% |
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