+97.6%
FCX vs CHD
+1.8%
+95.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.7% |
| 7D | +3.1% | -4.2% | +7.3% | +2.4% |
| 30D | +8.1% | -7.6% | +15.7% | +6.7% |
| 3M | +18.9% | -1.6% | +20.5% | +19.0% |
| 6M | +26.6% | -6.3% | +32.9% | +25.7% |
| YTD | +51.2% | +14.6% | +36.6% | +55.9% |
| 1Y | +75.6% | +1.6% | +74.0% | +76.3% |
| All | +97.6% | +1.8% | +95.8% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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