+149.2%
FDX vs CHRW
+127.5%
+21.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.7% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | +6.6% | -7.3% | +13.9% | +9.5% |
| 3M | -2.1% | -14.2% | +12.1% | +3.4% |
| 6M | +2.2% | -25.1% | +27.2% | +12.5% |
| YTD | +33.9% | -21.2% | +55.1% | +41.8% |
| 1Y | +50.2% | -14.2% | +64.4% | +52.6% |
| 3Y | +65.5% | +63.5% | +2.0% | +14.9% |
| 5Y | +74.1% | +49.6% | +24.5% | +23.6% |
| All | +149.2% | +127.5% | +21.8% | +40.1% |
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