+4,087.3%
FDX vs CHD
+10,220.8%
-6,133.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -2.5% | -2.7% | +0.1% | -1.9% |
| 30D | +3.8% | -4.6% | +8.4% | +5.0% |
| 3M | -1.3% | +5.0% | -6.3% | -2.7% |
| 6M | +5.0% | -3.2% | +8.2% | +5.6% |
| YTD | +39.6% | +18.6% | +21.0% | +33.4% |
| 1Y | +81.1% | +4.8% | +76.3% | +78.1% |
| 3Y | +63.0% | +6.1% | +56.9% | +58.2% |
| 5Y | +65.6% | +24.0% | +41.6% | +52.8% |
| 10Y | +183.4% | +124.5% | +58.9% | +120.4% |
| All | +4,087.3% | +10,220.8% | -6,133.5% | +1,484.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling