+810.5%
FCX vs CHD
+9,801.6%
-8,991.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | -0.3% | +3.6% | -3.9% | -1.2% |
| 30D | -14.7% | +10.4% | -25.1% | -16.9% |
| 3M | -11.2% | +12.2% | -23.3% | -13.9% |
| 6M | -11.4% | +19.9% | -31.3% | -15.9% |
| YTD | +17.7% | +36.4% | -18.7% | +7.8% |
| 1Y | +47.5% | +35.1% | +12.4% | +35.3% |
| 3Y | +83.9% | +29.2% | +54.7% | +67.4% |
| 5Y | +54.0% | +33.4% | +20.6% | +36.5% |
| 10Y | +372.9% | +195.0% | +177.8% | +219.7% |
| All | +810.5% | +9,801.6% | -8,991.0% | +241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling