+60.3%
FCX vs CAH
+38.5%
+21.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.2% | +1.8% |
| 7D | -6.0% | +7.0% | -13.0% | -5.2% |
| 30D | -13.6% | +12.4% | -25.9% | -12.3% |
| 3M | -6.8% | +12.2% | -18.9% | -5.4% |
| 6M | +13.2% | +33.2% | -20.0% | +15.6% |
| YTD | +24.4% | +28.4% | -4.0% | +31.3% |
| 1Y | +60.3% | +35.0% | +25.2% | +69.2% |
| All | +60.3% | +38.5% | +21.8% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling