+73.3%
FDX vs CHRW
+79.2%
-5.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | 0.0% |
| 7D | -2.1% | -0.1% | -2.0% | -2.0% |
| 30D | +10.4% | -4.3% | +14.7% | +11.4% |
| 3M | +0.5% | -7.4% | +7.9% | +1.9% |
| 6M | +6.5% | -20.7% | +27.2% | +11.4% |
| YTD | +40.2% | -15.9% | +56.1% | +43.4% |
| 1Y | +52.1% | -9.9% | +62.0% | +52.8% |
| All | +73.3% | +79.2% | -5.9% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling