+1,247.2%
FDX vs CHRW
+3,633.2%
-2,386.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.5% | -3.4% | +3.8% | +2.0% |
| 30D | +9.5% | -9.4% | +18.9% | +13.6% |
| 3M | -1.3% | -12.6% | +11.3% | +3.4% |
| 6M | +5.5% | -24.2% | +29.7% | +15.5% |
| YTD | +38.9% | -18.9% | +57.7% | +45.9% |
| 1Y | +58.8% | -13.7% | +72.5% | +62.4% |
| 3Y | +71.1% | +72.6% | -1.4% | +23.7% |
| 5Y | +76.3% | +55.6% | +20.7% | +31.3% |
| 10Y | +153.4% | +122.7% | +30.7% | +59.4% |
| All | +1,247.2% | +3,633.2% | -2,386.0% | +257.3% |
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