+79.0%
FDX vs CMS
+36.2%
+42.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | +2.9% | +1.7% | +1.2% | +2.6% |
| 30D | +9.6% | +8.6% | +1.0% | +7.8% |
| 3M | +2.4% | -0.5% | +2.8% | +2.4% |
| 6M | +9.2% | -4.2% | +13.4% | +9.9% |
| YTD | +37.7% | +3.4% | +34.3% | +36.5% |
| 1Y | +56.1% | +0.4% | +55.7% | +55.6% |
| 3Y | +68.9% | +38.2% | +30.7% | +56.7% |
| 5Y | +79.0% | +35.4% | +43.5% | +61.5% |
| All | +79.0% | +36.2% | +42.8% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling