+156.3%
FDX vs CPB
-39.9%
+196.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.6% | +3.6% |
| 7D | +0.2% | +3.3% | -3.1% | -0.2% |
| 30D | +9.3% | +19.0% | -9.7% | +6.9% |
| 3M | +0.5% | +0.4% | 0.0% | +0.2% |
| 6M | +5.3% | +13.0% | -7.6% | +3.3% |
| YTD | +38.6% | -12.7% | +51.3% | +40.1% |
| 1Y | +53.5% | -20.9% | +74.4% | +57.1% |
| 3Y | +74.2% | -35.4% | +109.6% | +81.9% |
| 5Y | +75.3% | -32.3% | +107.5% | +80.8% |
| 10Y | +156.3% | -40.5% | +196.8% | +164.2% |
| All | +156.3% | -39.9% | +196.2% | +164.2% |
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