+74.2%
FDX vs CAH
+180.2%
-106.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.5% | +3.4% |
| 7D | +0.2% | +7.8% | -7.7% | -0.3% |
| 30D | +9.3% | +15.5% | -6.2% | +8.3% |
| 3M | +0.5% | +16.3% | -15.8% | -0.5% |
| 6M | +5.3% | +50.0% | -44.7% | +2.3% |
| YTD | +38.6% | +34.7% | +3.9% | +35.6% |
| 1Y | +53.5% | +35.9% | +17.6% | +50.1% |
| 3Y | +74.2% | +178.5% | -104.3% | +57.3% |
| All | +74.2% | +180.2% | -106.0% | +57.3% |
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 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