+72.5%
FDX vs CRL
-13.0%
+85.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +0.8% | +8.9% | -8.1% | -1.2% |
| 30D | +9.9% | +14.0% | -4.1% | +6.0% |
| 3M | -1.9% | +19.8% | -21.7% | -6.8% |
| 6M | +6.1% | +102.0% | -96.0% | -11.9% |
| YTD | +38.8% | +70.8% | -32.1% | +18.8% |
| 1Y | +50.0% | +98.7% | -48.7% | +23.1% |
| 3Y | +71.0% | +98.2% | -27.1% | +32.6% |
| 5Y | +72.5% | -11.7% | +84.2% | +56.2% |
| All | +72.5% | -13.0% | +85.5% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling