+149.8%
FDX vs CAH
+412.5%
-262.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | +0.8% | +3.9% | -3.1% | -0.3% |
| 30D | +9.9% | +16.0% | -6.1% | +5.2% |
| 3M | -1.9% | +19.1% | -21.0% | -6.9% |
| 6M | +6.1% | +53.0% | -47.0% | -6.8% |
| YTD | +38.8% | +36.6% | +2.2% | +25.3% |
| 1Y | +50.0% | +37.4% | +12.6% | +35.1% |
| 3Y | +71.0% | +178.8% | -107.8% | +19.7% |
| 5Y | +72.5% | +498.6% | -426.1% | -10.4% |
| All | +149.8% | +412.5% | -262.8% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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