+149.2%
FDX vs CP
+253.8%
-104.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.7% |
| 7D | -1.6% | +2.8% | -4.4% | -3.2% |
| 30D | +6.6% | +10.2% | -3.6% | +0.5% |
| 3M | -2.1% | +2.4% | -4.4% | -3.6% |
| 6M | +2.2% | +7.7% | -5.5% | -2.8% |
| YTD | +33.9% | +26.0% | +8.0% | +15.5% |
| 1Y | +50.2% | +34.6% | +15.6% | +24.3% |
| 3Y | +65.5% | +26.7% | +38.9% | +39.6% |
| 5Y | +74.1% | +24.9% | +49.2% | +45.3% |
| All | +149.2% | +253.8% | -104.6% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling