+156.3%
FDX vs CHD
+181.4%
-25.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.0% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | +9.3% | +13.5% | -4.2% | +5.8% |
| 3M | +0.5% | +8.1% | -7.7% | -1.6% |
| 6M | +5.3% | +19.9% | -14.6% | +0.2% |
| YTD | +38.6% | +34.0% | +4.6% | +28.2% |
| 1Y | +53.5% | +29.8% | +23.7% | +43.1% |
| 3Y | +74.2% | +28.7% | +45.5% | +60.4% |
| 5Y | +75.3% | +31.8% | +43.5% | +57.3% |
| 10Y | +156.3% | +178.2% | -21.9% | +88.1% |
| All | +156.3% | +181.4% | -25.1% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling