+184.5%
FDX vs CNH
+162.8%
+21.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -2.2% |
| 7D | -2.5% | +23.3% | -25.8% | -10.9% |
| 30D | +3.8% | +33.5% | -29.7% | -8.6% |
| 3M | -1.3% | +32.7% | -34.0% | -13.3% |
| 6M | +5.0% | +22.2% | -17.2% | -5.4% |
| YTD | +39.6% | +57.7% | -18.0% | +12.5% |
| 1Y | +81.1% | +28.0% | +53.1% | +58.7% |
| 3Y | +63.0% | +11.5% | +51.5% | +47.1% |
| 5Y | +65.6% | +11.9% | +53.7% | +42.6% |
| All | +184.5% | +162.8% | +21.7% | +67.1% |
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