+4,105.2%
FDX vs CAH
+16,974.4%
-12,869.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | -2.1% | +5.9% | -8.0% | -3.6% |
| 30D | +10.4% | +16.5% | -6.1% | +5.8% |
| 3M | +0.5% | +15.7% | -15.3% | -3.7% |
| 6M | +6.5% | +52.7% | -46.2% | -5.6% |
| YTD | +40.2% | +36.3% | +4.0% | +27.5% |
| 1Y | +52.1% | +36.7% | +15.3% | +38.2% |
| 3Y | +72.8% | +178.2% | -105.3% | +26.4% |
| 5Y | +76.3% | +515.8% | -439.5% | +1.4% |
| 10Y | +155.7% | +411.8% | -256.1% | +47.8% |
| All | +4,105.2% | +16,974.4% | -12,869.3% | +1,382.1% |
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