+4,087.3%
FDX vs CP
+7,669.4%
-3,582.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.5% | -2.7% | +0.2% | -1.4% |
| 30D | +3.8% | +0.2% | +3.6% | +3.6% |
| 3M | -1.3% | +2.6% | -3.9% | -2.6% |
| 6M | +5.0% | +6.0% | -0.9% | +2.2% |
| YTD | +39.6% | +24.9% | +14.7% | +26.2% |
| 1Y | +81.1% | +20.1% | +61.0% | +66.3% |
| 3Y | +63.0% | +16.4% | +46.6% | +50.7% |
| 5Y | +65.6% | +31.7% | +33.9% | +44.0% |
| 10Y | +183.4% | +223.9% | -40.5% | +68.9% |
| All | +4,087.3% | +7,669.4% | -3,582.1% | +677.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling