+184.5%
FDX vs CSGP
+45.2%
+139.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | +0.1% |
| 7D | -2.5% | -4.1% | +1.5% | -1.4% |
| 30D | +3.8% | +2.3% | +1.5% | +2.9% |
| 3M | -1.3% | -8.2% | +6.9% | +0.2% |
| 6M | +5.0% | -35.1% | +40.1% | +17.6% |
| YTD | +39.6% | -54.0% | +93.7% | +71.9% |
| 1Y | +81.1% | -65.3% | +146.4% | +144.2% |
| 3Y | +63.0% | -62.6% | +125.6% | +108.7% |
| 5Y | +65.6% | -64.8% | +130.4% | +110.1% |
| All | +184.5% | +45.2% | +139.2% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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