+64.4%
FDX vs CAH
+400.8%
-336.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -2.2% |
| 7D | -3.3% | +0.5% | -3.8% | -3.4% |
| 30D | -1.4% | +1.7% | -3.1% | -1.7% |
| 3M | -4.5% | +17.9% | -22.4% | -7.0% |
| 6M | +9.4% | +10.9% | -1.5% | +7.5% |
| YTD | +36.0% | +17.9% | +18.2% | +32.0% |
| 1Y | +75.5% | +61.7% | +13.8% | +60.3% |
| 3Y | +62.8% | +183.7% | -120.9% | +28.6% |
| 5Y | +64.4% | +401.3% | -336.9% | +0.6% |
| All | +64.4% | +400.8% | -336.4% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling