+134.6%
FCX vs CAH
+400.5%
-265.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +3.1% | -2.2% | +5.3% | +3.6% |
| 30D | +8.1% | +1.2% | +6.9% | +7.7% |
| 3M | +18.9% | +13.1% | +5.8% | +14.9% |
| 6M | +26.6% | +8.5% | +18.1% | +23.7% |
| YTD | +51.2% | +17.6% | +33.5% | +43.8% |
| 1Y | +75.6% | +60.7% | +14.9% | +49.8% |
| 3Y | +101.7% | +183.2% | -81.4% | +30.2% |
| 5Y | +134.6% | +402.2% | -267.6% | +10.1% |
| All | +134.6% | +400.5% | -265.9% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling