+153.4%
FDX vs CAH
+422.4%
-269.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +0.5% | +9.4% | -9.0% | -2.1% |
| 30D | +9.5% | +16.5% | -7.0% | +4.7% |
| 3M | -1.3% | +17.0% | -18.3% | -5.9% |
| 6M | +5.5% | +51.4% | -45.9% | -7.0% |
| YTD | +38.9% | +36.0% | +2.9% | +25.5% |
| 1Y | +58.8% | +36.0% | +22.8% | +43.5% |
| 3Y | +71.1% | +177.5% | -106.4% | +20.0% |
| 5Y | +76.3% | +509.2% | -432.9% | -9.1% |
| 10Y | +153.4% | +408.1% | -254.7% | +24.3% |
| All | +153.4% | +422.4% | -269.0% | +24.3% |
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