+4,029.2%
FDX vs CP
+7,870.0%
-3,840.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.5% |
| 7D | +2.9% | +6.1% | -3.2% | +0.3% |
| 30D | +9.6% | +9.8% | -0.1% | +5.2% |
| 3M | +2.4% | +2.7% | -0.4% | +1.0% |
| 6M | +9.2% | +12.8% | -3.6% | +3.3% |
| YTD | +37.7% | +28.2% | +9.5% | +23.1% |
| 1Y | +56.1% | +34.1% | +22.0% | +36.8% |
| 3Y | +68.9% | +28.9% | +40.1% | +49.6% |
| 5Y | +79.0% | +27.1% | +51.9% | +58.3% |
| 10Y | +163.9% | +264.8% | -100.9% | +50.1% |
| All | +4,029.2% | +7,870.0% | -3,840.8% | +658.6% |
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