+79.0%
FDX vs CSGP
-62.1%
+141.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.5% |
| 7D | +2.9% | +13.9% | -11.0% | +0.2% |
| 30D | +9.6% | +16.0% | -6.4% | +5.8% |
| 3M | +2.4% | +6.1% | -3.7% | +0.4% |
| 6M | +9.2% | -8.2% | +17.4% | +9.9% |
| YTD | +37.7% | -52.3% | +90.0% | +60.7% |
| 1Y | +56.1% | -54.5% | +110.6% | +84.4% |
| 3Y | +68.9% | -58.6% | +127.5% | +100.3% |
| 5Y | +79.0% | -61.5% | +140.5% | +118.7% |
| All | +79.0% | -62.1% | +141.0% | +118.7% |
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