+65.8%
FDX vs CSGP
-61.9%
+127.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.2% |
| 7D | -2.5% | -4.1% | +1.5% | -2.0% |
| 30D | +3.8% | +2.3% | +1.5% | +3.5% |
| 3M | -1.3% | -8.2% | +6.9% | -0.4% |
| 6M | +5.0% | -35.1% | +40.1% | +11.8% |
| YTD | +39.6% | -54.0% | +93.7% | +57.8% |
| 1Y | +81.1% | -65.3% | +146.4% | +119.6% |
| All | +65.8% | -61.9% | +127.7% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling