+183.9%
FDX vs CHRW
+163.9%
+19.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.0% |
| 7D | -2.5% | -1.4% | -1.1% | -1.9% |
| 30D | +3.8% | -3.5% | +7.3% | +5.2% |
| 3M | -1.3% | -19.4% | +18.1% | +6.9% |
| 6M | +5.0% | -21.4% | +26.4% | +14.7% |
| YTD | +39.6% | -7.1% | +46.8% | +39.3% |
| 1Y | +81.1% | +17.8% | +63.3% | +58.8% |
| 3Y | +63.0% | +78.8% | -15.7% | +11.1% |
| 5Y | +65.6% | +83.5% | -17.9% | +7.7% |
| All | +183.9% | +163.9% | +19.9% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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