+156.3%
FDX vs CRL
+400.8%
-244.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +2.1% |
| 7D | +0.2% | +4.4% | -4.2% | -1.5% |
| 30D | +9.3% | +17.1% | -7.8% | +3.3% |
| 3M | +0.5% | +32.1% | -31.6% | -9.0% |
| 6M | +5.3% | +98.9% | -93.6% | -17.2% |
| YTD | +38.6% | +77.1% | -38.5% | +11.3% |
| 1Y | +53.5% | +110.3% | -56.7% | +16.1% |
| 3Y | +74.2% | +108.5% | -34.3% | +22.6% |
| 5Y | +75.3% | -7.9% | +83.1% | +65.3% |
| 10Y | +156.3% | +368.9% | -212.7% | +20.4% |
| All | +156.3% | +400.8% | -244.6% | +20.4% |
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