+70.0%
FDX vs CMS
+32.6%
+37.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +6.6% | +6.3% | +0.3% | +5.3% |
| 3M | -2.1% | -2.1% | 0.0% | -1.7% |
| 6M | +2.2% | -5.1% | +7.3% | +3.1% |
| YTD | +33.9% | +1.3% | +32.7% | +33.3% |
| 1Y | +50.2% | -1.4% | +51.6% | +50.3% |
| 3Y | +65.5% | +36.9% | +28.6% | +53.7% |
| All | +70.0% | +32.6% | +37.5% | +50.1% |
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