+67.1%
FDX vs CNP
+73.1%
-6.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.5% | +1.1% | -3.6% | -2.8% |
| 30D | +3.8% | -1.8% | +5.6% | +4.2% |
| 3M | -1.3% | -4.6% | +3.3% | -0.2% |
| 6M | +5.0% | -8.8% | +13.9% | +7.3% |
| YTD | +39.6% | +5.2% | +34.4% | +37.4% |
| 1Y | +81.1% | +8.3% | +72.8% | +76.7% |
| 3Y | +63.0% | +54.9% | +8.2% | +41.8% |
| All | +67.1% | +73.1% | -6.0% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling