+149.2%
FDX vs CNP
+138.0%
+11.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.5% | -3.4% |
| 7D | -1.6% | -4.2% | +2.6% | -0.1% |
| 30D | +6.6% | +5.5% | +1.1% | +4.4% |
| 3M | -2.1% | +0.6% | -2.6% | -2.5% |
| 6M | +2.2% | -2.8% | +5.0% | +2.9% |
| YTD | +33.9% | +7.9% | +26.1% | +29.4% |
| 1Y | +50.2% | +6.7% | +43.6% | +45.6% |
| 3Y | +65.5% | +61.1% | +4.4% | +34.4% |
| 5Y | +74.1% | +73.0% | +1.1% | +35.1% |
| All | +149.2% | +138.0% | +11.2% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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