+829.1%
FCX vs CHD
+9,663.3%
-8,834.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +4.4% | +0.4% | +4.0% | +4.3% |
| 30D | -16.3% | +11.6% | -27.9% | -18.8% |
| 3M | -12.5% | +10.7% | -23.2% | -14.9% |
| 6M | -8.0% | +20.2% | -28.3% | -12.8% |
| YTD | +20.1% | +34.5% | -14.4% | +10.4% |
| 1Y | +45.9% | +32.6% | +13.4% | +34.5% |
| 3Y | +86.2% | +29.1% | +57.2% | +69.5% |
| 5Y | +57.1% | +31.5% | +25.6% | +39.8% |
| 10Y | +382.5% | +190.9% | +191.6% | +227.4% |
| All | +829.1% | +9,663.3% | -8,834.2% | +249.9% |
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