+134.6%
FCX vs CHD
+19.3%
+115.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.6% |
| 7D | +3.1% | -4.2% | +7.3% | +2.9% |
| 30D | +8.1% | -7.6% | +15.7% | +7.7% |
| 3M | +18.9% | -1.6% | +20.5% | +19.0% |
| 6M | +26.6% | -6.3% | +32.9% | +26.5% |
| YTD | +51.2% | +14.6% | +36.6% | +52.3% |
| 1Y | +75.6% | +1.6% | +74.0% | +76.0% |
| 3Y | +101.7% | +3.1% | +98.6% | +100.8% |
| 5Y | +134.6% | +21.1% | +113.6% | +138.0% |
| All | +134.6% | +19.3% | +115.3% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling