+4,087.3%
FDX vs CMS
+457.8%
+3,629.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | -1.3% | -1.9% | +0.6% | -1.0% |
| 6M | +5.0% | -11.0% | +16.0% | +7.7% |
| YTD | +39.6% | +0.2% | +39.4% | +39.3% |
| 1Y | +81.1% | -1.3% | +82.4% | +81.1% |
| 3Y | +63.0% | +35.9% | +27.1% | +50.5% |
| 5Y | +65.6% | +23.1% | +42.5% | +55.0% |
| 10Y | +183.4% | +117.9% | +65.4% | +130.6% |
| All | +4,087.3% | +457.8% | +3,629.5% | +2,498.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling