+75.3%
FDX vs CP
+27.1%
+48.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.3% |
| 7D | +0.2% | +2.8% | -2.6% | -1.3% |
| 30D | +9.3% | +11.3% | -2.0% | +2.9% |
| 3M | +0.5% | +2.9% | -2.4% | -1.2% |
| 6M | +5.3% | +9.8% | -4.4% | -0.6% |
| YTD | +38.6% | +28.5% | +10.1% | +19.5% |
| 1Y | +53.5% | +33.5% | +20.0% | +29.5% |
| 3Y | +74.2% | +31.9% | +42.3% | +45.3% |
| 5Y | +75.3% | +25.5% | +49.8% | +48.4% |
| All | +75.3% | +27.1% | +48.2% | +48.4% |
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