+149.2%
FDX vs CRL
+386.8%
-237.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.8% | -10.6% | -5.1% |
| 7D | -1.6% | -6.1% | +4.4% | -0.2% |
| 30D | +6.6% | +12.4% | -5.8% | +2.0% |
| 3M | -2.1% | +27.1% | -29.2% | -10.3% |
| 6M | +2.2% | +85.7% | -83.6% | -18.0% |
| YTD | +33.9% | +69.2% | -35.3% | +9.1% |
| 1Y | +50.2% | +97.5% | -47.3% | +15.9% |
| 3Y | +65.5% | +86.1% | -20.6% | +21.3% |
| 5Y | +74.1% | -10.0% | +84.1% | +64.7% |
| All | +149.2% | +386.8% | -237.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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