+65.5%
FDX vs CTAS
+75.4%
-9.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.2% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | +6.6% | +12.8% | -6.2% | +2.9% |
| 3M | -2.1% | +10.3% | -12.3% | -4.9% |
| 6M | +2.2% | +32.0% | -29.8% | -6.7% |
| YTD | +33.9% | +19.1% | +14.8% | +26.3% |
| 1Y | +50.2% | +21.5% | +28.8% | +40.7% |
| 3Y | +65.5% | +76.0% | -10.5% | +35.9% |
| All | +65.5% | +75.4% | -9.9% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling