+153.5%
FDX vs CNH
+106.0%
+47.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +5.2% | +3.0% | +2.2% | +3.7% |
| 30D | +11.3% | -0.6% | +11.9% | +11.1% |
| 3M | -4.1% | +14.6% | -18.7% | -11.0% |
| 6M | +9.6% | +11.8% | -2.1% | +1.6% |
| YTD | +40.9% | +30.4% | +10.5% | +21.3% |
| 1Y | +53.0% | +19.1% | +34.0% | +36.7% |
| 3Y | +74.1% | +30.2% | +43.9% | +45.5% |
| 5Y | +75.1% | -17.8% | +92.9% | +70.9% |
| All | +153.5% | +106.0% | +47.5% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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