+3,916.3%
FDX vs CTAS
+25,665.7%
-21,749.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.1% |
| 7D | -1.6% | +1.2% | -2.8% | -2.0% |
| 30D | +6.6% | +12.8% | -6.2% | +2.2% |
| 3M | -2.1% | +10.3% | -12.3% | -5.5% |
| 6M | +2.2% | +32.0% | -29.8% | -7.9% |
| YTD | +33.9% | +19.1% | +14.8% | +25.0% |
| 1Y | +50.2% | +21.5% | +28.8% | +39.2% |
| 3Y | +65.5% | +76.0% | -10.5% | +33.1% |
| 5Y | +74.1% | +110.9% | -36.8% | +30.4% |
| 10Y | +156.7% | +849.8% | -693.1% | +14.7% |
| All | +3,916.3% | +25,665.7% | -21,749.4% | +789.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling