+1,254.7%
FDX vs CHRW
+4,173.0%
-2,918.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.6% |
| 6M | +5.0% | -21.4% | +26.4% | +14.3% |
| YTD | +39.6% | -7.1% | +46.8% | +40.0% |
| 1Y | +81.1% | +17.8% | +63.3% | +61.7% |
| 3Y | +63.0% | +78.8% | -15.7% | +17.3% |
| 5Y | +65.6% | +83.5% | -17.9% | +16.0% |
| 10Y | +183.4% | +160.2% | +23.1% | +68.5% |
| All | +1,254.7% | +4,173.0% | -2,918.3% | +242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling