+810.5%
FCX vs CAH
+4,481.7%
-3,671.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -0.3% | +3.5% | -3.8% | -1.5% |
| 30D | -14.7% | +13.5% | -28.2% | -18.6% |
| 3M | -11.2% | +21.8% | -33.0% | -17.7% |
| 6M | -11.4% | +51.5% | -62.9% | -24.6% |
| YTD | +17.7% | +38.1% | -20.4% | +2.8% |
| 1Y | +47.5% | +37.7% | +9.8% | +28.9% |
| 3Y | +83.9% | +179.6% | -95.7% | +19.9% |
| 5Y | +54.0% | +504.9% | -451.0% | -25.8% |
| 10Y | +372.9% | +418.6% | -45.7% | +130.3% |
| All | +810.5% | +4,481.7% | -3,671.2% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling