+4,087.3%
FDX vs CAH
+15,076.3%
-10,989.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.5% | +5.4% | -7.9% | -3.9% |
| 30D | +3.8% | +3.3% | +0.5% | +2.8% |
| 3M | -1.3% | +22.8% | -24.1% | -6.9% |
| 6M | +5.0% | +11.3% | -6.2% | +1.5% |
| YTD | +39.6% | +21.1% | +18.5% | +31.3% |
| 1Y | +81.1% | +67.2% | +13.9% | +54.9% |
| 3Y | +63.0% | +195.6% | -132.6% | +17.0% |
| 5Y | +65.6% | +413.8% | -348.2% | +0.2% |
| 10Y | +183.4% | +309.6% | -126.2% | +73.6% |
| All | +4,087.3% | +15,076.3% | -10,989.0% | +1,426.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling