+70.0%
FDX vs CP
+24.4%
+45.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.8% |
| 7D | -1.6% | +2.8% | -4.4% | -3.1% |
| 30D | +6.6% | +10.2% | -3.6% | +1.0% |
| 3M | -2.1% | +2.4% | -4.4% | -3.5% |
| 6M | +2.2% | +7.7% | -5.5% | -2.5% |
| YTD | +33.9% | +26.0% | +8.0% | +16.8% |
| 1Y | +50.2% | +34.6% | +15.6% | +26.1% |
| 3Y | +65.5% | +26.7% | +38.9% | +41.2% |
| All | +70.0% | +24.4% | +45.7% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling