+65.8%
FDX vs COO
-23.4%
+89.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -2.5% | -2.2% | -0.3% | -1.9% |
| 30D | +3.8% | -7.0% | +10.8% | +5.9% |
| 3M | -1.3% | +12.2% | -13.5% | -4.8% |
| 6M | +5.0% | -15.1% | +20.1% | +9.6% |
| YTD | +39.6% | -15.1% | +54.7% | +45.7% |
| 1Y | +81.1% | +2.3% | +78.8% | +79.0% |
| All | +65.8% | -23.4% | +89.2% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling