+183.9%
FDX vs CPB
-47.3%
+231.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.1% |
| 7D | -2.5% | -8.6% | +6.1% | -1.5% |
| 30D | +3.8% | -7.2% | +11.0% | +4.6% |
| 3M | -1.3% | +0.9% | -2.2% | -1.7% |
| 6M | +5.0% | -11.8% | +16.8% | +6.3% |
| YTD | +39.6% | -19.4% | +59.1% | +42.8% |
| 1Y | +81.1% | -30.4% | +111.5% | +88.6% |
| 3Y | +63.0% | -40.2% | +103.2% | +72.2% |
| 5Y | +65.6% | -39.5% | +105.1% | +73.5% |
| All | +183.9% | -47.3% | +231.2% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling