+65.0%
FDX vs CTAS
+25.6%
+39.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.1% |
| 7D | +8.1% | +7.6% | +0.5% | +6.5% |
| 30D | +13.9% | +17.2% | -3.3% | +9.9% |
| 3M | +5.5% | +12.8% | -7.2% | +2.8% |
| 6M | +15.1% | +38.0% | -22.8% | +4.9% |
| YTD | +43.2% | +22.7% | +20.5% | +35.3% |
| 1Y | +65.0% | +25.6% | +39.4% | +53.2% |
| All | +65.0% | +25.6% | +39.4% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling