+70.0%
FDX vs COO
-41.6%
+111.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.1% |
| 7D | -1.6% | +4.7% | -6.4% | -3.2% |
| 30D | +6.6% | +13.9% | -7.3% | +1.8% |
| 3M | -2.1% | -14.9% | +12.9% | +3.1% |
| 6M | +2.2% | +2.0% | +0.1% | -0.1% |
| YTD | +33.9% | -23.9% | +57.9% | +46.3% |
| 1Y | +50.2% | -9.6% | +59.9% | +53.4% |
| 3Y | +65.5% | -25.4% | +91.0% | +73.9% |
| All | +70.0% | -41.6% | +111.6% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling