+79.0%
FDX vs CP
+27.2%
+51.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.4% |
| 7D | +2.9% | +6.1% | -3.2% | -0.4% |
| 30D | +9.6% | +9.8% | -0.1% | +4.0% |
| 3M | +2.4% | +2.7% | -0.4% | +0.6% |
| 6M | +9.2% | +12.8% | -3.6% | +1.5% |
| YTD | +37.7% | +28.2% | +9.5% | +18.9% |
| 1Y | +56.1% | +34.1% | +22.0% | +31.3% |
| 3Y | +68.9% | +28.9% | +40.1% | +42.7% |
| 5Y | +79.0% | +27.1% | +51.9% | +50.7% |
| All | +79.0% | +27.2% | +51.8% | +50.7% |
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