+71.6%
FDX vs COO
-22.9%
+94.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.5% | +4.5% | -4.0% | -0.7% |
| 30D | +9.5% | +16.9% | -7.4% | +5.1% |
| 3M | -1.3% | -16.7% | +15.4% | +3.4% |
| 6M | +5.5% | +5.9% | -0.4% | +2.7% |
| YTD | +38.9% | -22.4% | +61.3% | +48.1% |
| 1Y | +58.8% | -10.1% | +68.9% | +62.3% |
| All | +71.6% | -22.9% | +94.5% | +76.0% |
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