+153.4%
FDX vs CNH
+107.8%
+45.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.9% |
| 7D | +0.5% | +4.5% | -4.1% | -1.5% |
| 30D | +9.5% | +7.6% | +1.9% | +5.9% |
| 3M | -1.3% | +17.0% | -18.3% | -9.2% |
| 6M | +5.5% | +12.9% | -7.4% | -2.6% |
| YTD | +38.9% | +34.3% | +4.6% | +18.2% |
| 1Y | +58.8% | +28.5% | +30.3% | +37.4% |
| 3Y | +71.1% | +31.9% | +39.3% | +42.5% |
| 5Y | +76.3% | -9.6% | +85.9% | +64.9% |
| 10Y | +153.4% | +106.3% | +47.1% | +67.3% |
| All | +153.4% | +107.8% | +45.6% | +67.3% |
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