+71.1%
FDX vs CPB
-36.1%
+107.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +0.5% | +2.9% | -2.4% | -0.1% |
| 30D | +9.5% | +17.6% | -8.1% | +6.2% |
| 3M | -1.3% | +2.0% | -3.4% | -2.2% |
| 6M | +5.5% | +11.6% | -6.1% | +2.4% |
| YTD | +38.9% | -13.8% | +52.6% | +42.1% |
| 1Y | +58.8% | -21.6% | +80.4% | +66.6% |
| 3Y | +71.1% | -35.8% | +107.0% | +86.0% |
| All | +71.1% | -36.1% | +107.2% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling