+65.5%
FDX vs COO
-25.3%
+90.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.3% |
| 7D | -1.6% | +4.7% | -6.4% | -2.8% |
| 30D | +6.6% | +13.9% | -7.3% | +3.0% |
| 3M | -2.1% | -14.9% | +12.9% | +2.0% |
| 6M | +2.2% | +2.0% | +0.1% | +0.5% |
| YTD | +33.9% | -23.9% | +57.9% | +43.6% |
| 1Y | +50.2% | -9.6% | +59.9% | +53.2% |
| 3Y | +65.5% | -25.4% | +91.0% | +68.4% |
| All | +65.5% | -25.3% | +90.9% | +68.4% |
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