+50.2%
FDX vs CPB
-19.1%
+69.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.5% | -2.6% |
| 7D | -1.6% | +8.0% | -9.6% | -2.5% |
| 30D | +6.6% | +22.4% | -15.8% | +4.4% |
| 3M | -2.1% | +2.5% | -4.6% | -3.1% |
| 6M | +2.2% | +12.2% | -10.1% | +0.3% |
| YTD | +33.9% | -12.8% | +46.8% | +35.1% |
| 1Y | +50.2% | -19.2% | +69.4% | +56.1% |
| All | +50.2% | -19.1% | +69.3% | +56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling