+1,015.5%
FCX vs CAH
+3,919.5%
-2,904.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -4.9% | +5.4% | -10.3% | -6.7% |
| 30D | +4.8% | +3.3% | +1.5% | +3.5% |
| 3M | +4.6% | +22.8% | -18.2% | -3.4% |
| 6M | +10.8% | +11.3% | -0.4% | +5.6% |
| YTD | +44.2% | +21.1% | +23.1% | +32.6% |
| 1Y | +59.6% | +67.2% | -7.7% | +29.1% |
| 3Y | +82.2% | +195.6% | -113.4% | +16.1% |
| 5Y | +115.6% | +413.8% | -298.2% | +10.7% |
| 10Y | +670.6% | +309.6% | +361.0% | +308.5% |
| All | +1,015.5% | +3,919.5% | -2,904.0% | +208.6% |
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