+66.1%
FDX vs CHD
+7.9%
+58.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -2.5% | -2.7% | +0.1% | -2.1% |
| 30D | +3.8% | -4.6% | +8.4% | +4.6% |
| 3M | -1.3% | +5.0% | -6.3% | -2.3% |
| 6M | +5.0% | -3.2% | +8.2% | +5.4% |
| YTD | +39.6% | +18.6% | +21.0% | +36.2% |
| 1Y | +81.1% | +4.8% | +76.3% | +78.8% |
| All | +66.1% | +7.9% | +58.2% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling