+178.8%
FDX vs CAH
+295.7%
-116.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.3% | -2.2% | -0.1% | -1.7% |
| 30D | -4.9% | +1.2% | -6.1% | -5.3% |
| 3M | -6.5% | +13.1% | -19.5% | -10.0% |
| 6M | +6.7% | +8.5% | -1.8% | +3.7% |
| YTD | +33.9% | +17.6% | +16.3% | +26.5% |
| 1Y | +72.2% | +60.7% | +11.5% | +46.9% |
| 3Y | +60.2% | +183.2% | -122.9% | +11.3% |
| 5Y | +62.9% | +402.2% | -339.3% | -9.5% |
| 10Y | +178.8% | +302.3% | -123.5% | +49.1% |
| All | +178.8% | +295.7% | -116.9% | +49.1% |
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