+83.9%
FCX vs CHD
+31.2%
+52.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -1.8% |
| 7D | -0.3% | +3.6% | -3.9% | +0.3% |
| 30D | -14.7% | +10.4% | -25.1% | -13.2% |
| 3M | -11.2% | +12.2% | -23.3% | -9.3% |
| 6M | -11.4% | +19.9% | -31.3% | -8.3% |
| YTD | +17.7% | +36.4% | -18.7% | +25.2% |
| 1Y | +47.5% | +35.1% | +12.4% | +56.6% |
| 3Y | +83.9% | +29.2% | +54.7% | +102.2% |
| All | +83.9% | +31.2% | +52.7% | +102.2% |
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