+155.7%
FDX vs CPB
-40.1%
+195.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -2.1% | -4.1% | +2.0% | -1.5% |
| 30D | +10.4% | +16.9% | -6.5% | +8.2% |
| 3M | +0.5% | -0.6% | +1.0% | +0.3% |
| 6M | +6.5% | +11.4% | -4.9% | +4.6% |
| YTD | +40.2% | -14.8% | +55.1% | +42.2% |
| 1Y | +52.1% | -24.8% | +76.9% | +56.6% |
| 3Y | +72.8% | -36.6% | +109.4% | +80.9% |
| 5Y | +76.3% | -33.3% | +109.6% | +82.3% |
| 10Y | +155.7% | -40.4% | +196.1% | +161.7% |
| All | +155.7% | -40.1% | +195.9% | +161.7% |
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