+67.1%
FDX vs CRL
-35.5%
+102.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | -2.5% | -1.0% | -1.5% | -2.3% |
| 30D | +3.8% | +10.7% | -6.9% | +1.3% |
| 3M | -1.3% | +55.3% | -56.6% | -11.4% |
| 6M | +5.0% | +60.7% | -55.6% | -7.4% |
| YTD | +39.6% | +44.6% | -5.0% | +25.7% |
| 1Y | +81.1% | +77.7% | +3.4% | +53.8% |
| 3Y | +63.0% | +37.6% | +25.4% | +41.3% |
| All | +67.1% | -35.5% | +102.6% | +49.1% |
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