+70.0%
FDX vs CSGP
-63.4%
+133.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +1.9% | -1.8% |
| 7D | -1.6% | +1.3% | -2.9% | -1.9% |
| 30D | +6.6% | +10.7% | -4.1% | +3.9% |
| 3M | -2.1% | +3.3% | -5.3% | -3.4% |
| 6M | +2.2% | -10.3% | +12.5% | +3.2% |
| YTD | +33.9% | -54.6% | +88.5% | +57.9% |
| 1Y | +50.2% | -54.6% | +104.9% | +76.9% |
| 3Y | +65.5% | -60.3% | +125.9% | +97.9% |
| All | +70.0% | -63.4% | +133.4% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling