+4,087.3%
FDX vs COO
+5,988.7%
-1,901.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -2.5% | -2.2% | -0.3% | -2.3% |
| 30D | +3.8% | -7.0% | +10.8% | +4.5% |
| 3M | -1.3% | +12.2% | -13.5% | -2.4% |
| 6M | +5.0% | -15.1% | +20.1% | +6.4% |
| YTD | +39.6% | -15.1% | +54.7% | +41.5% |
| 1Y | +81.1% | +2.3% | +78.8% | +80.5% |
| 3Y | +63.0% | -23.7% | +86.7% | +65.9% |
| 5Y | +65.6% | -38.9% | +104.5% | +71.2% |
| 10Y | +183.4% | +49.9% | +133.4% | +175.1% |
| All | +4,087.3% | +5,988.7% | -1,901.4% | +3,324.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling