+183.9%
FDX vs CTAS
+652.1%
-468.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -2.5% | -1.8% | -0.7% | -1.7% |
| 30D | +3.8% | -0.2% | +4.0% | +3.9% |
| 3M | -1.3% | +11.7% | -13.0% | -7.0% |
| 6M | +5.0% | +0.7% | +4.3% | +3.8% |
| YTD | +39.6% | +7.4% | +32.2% | +33.6% |
| 1Y | +81.1% | -2.1% | +83.2% | +81.0% |
| 3Y | +63.0% | +62.9% | +0.1% | +23.3% |
| 5Y | +65.6% | +111.9% | -46.3% | +7.6% |
| All | +183.9% | +652.1% | -468.2% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling