+62.8%
FDX vs CAH
+184.7%
-121.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -2.4% |
| 7D | -3.3% | +0.5% | -3.8% | -3.3% |
| 30D | -1.4% | +1.7% | -3.1% | -1.5% |
| 3M | -4.5% | +17.9% | -22.4% | -5.6% |
| 6M | +9.4% | +10.9% | -1.5% | +8.7% |
| YTD | +36.0% | +17.9% | +18.2% | +34.4% |
| 1Y | +75.5% | +61.7% | +13.8% | +68.7% |
| 3Y | +62.8% | +183.7% | -120.9% | +51.2% |
| All | +62.8% | +184.7% | -121.9% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling