+65.5%
FDX vs CNH
+7.0%
+58.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -3.6% |
| 7D | -1.6% | -1.7% | +0.1% | -1.1% |
| 30D | +6.6% | -7.2% | +13.8% | +8.9% |
| 3M | -2.1% | +6.5% | -8.6% | -5.6% |
| 6M | +2.2% | +7.9% | -5.7% | -2.7% |
| YTD | +33.9% | +26.6% | +7.4% | +19.0% |
| 1Y | +50.2% | +13.8% | +36.5% | +38.7% |
| 3Y | +65.5% | +9.2% | +56.3% | +55.0% |
| All | +65.5% | +7.0% | +58.5% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling