+83.9%
FCX vs CAH
+180.6%
-96.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.0% |
| 7D | -0.3% | +3.5% | -3.8% | -0.2% |
| 30D | -14.7% | +13.5% | -28.2% | -14.6% |
| 3M | -11.2% | +21.8% | -33.0% | -11.0% |
| 6M | -11.4% | +51.5% | -62.9% | -11.9% |
| YTD | +17.7% | +38.1% | -20.4% | +18.2% |
| 1Y | +47.5% | +37.7% | +9.8% | +48.0% |
| 3Y | +83.9% | +179.6% | -95.7% | +83.8% |
| All | +83.9% | +180.6% | -96.7% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling