+50.2%
FDX vs CHRW
-16.7%
+66.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | +6.6% | -7.3% | +13.9% | +8.4% |
| 3M | -2.1% | -14.2% | +12.1% | +1.2% |
| 6M | +2.2% | -25.1% | +27.2% | +8.1% |
| YTD | +33.9% | -21.2% | +55.1% | +36.6% |
| 1Y | +50.2% | -14.2% | +64.4% | +51.5% |
| All | +50.2% | -16.7% | +66.9% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling