+153.4%
FDX vs CRL
+353.6%
-200.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.8% |
| 7D | +0.5% | -1.7% | +2.2% | +0.7% |
| 30D | +9.5% | +14.6% | -5.1% | +4.2% |
| 3M | -1.3% | +24.8% | -26.2% | -9.1% |
| 6M | +5.5% | +94.7% | -89.2% | -16.5% |
| YTD | +38.9% | +73.4% | -34.5% | +12.2% |
| 1Y | +58.8% | +104.7% | -45.8% | +21.1% |
| 3Y | +71.1% | +101.1% | -29.9% | +21.9% |
| 5Y | +76.3% | -10.8% | +87.1% | +68.1% |
| 10Y | +153.4% | +358.8% | -205.4% | +19.7% |
| All | +153.4% | +353.6% | -200.2% | +19.7% |
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