+1,015.5%
FCX vs CHD
+8,511.6%
-7,496.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -4.9% | -2.7% | -2.2% | -4.2% |
| 30D | +4.8% | -4.6% | +9.4% | +6.0% |
| 3M | +4.6% | +5.0% | -0.4% | +2.9% |
| 6M | +10.8% | -3.2% | +14.0% | +11.2% |
| YTD | +44.2% | +18.6% | +25.6% | +37.1% |
| 1Y | +59.6% | +4.8% | +54.7% | +56.2% |
| 3Y | +82.2% | +6.1% | +76.1% | +74.6% |
| 5Y | +115.6% | +24.0% | +91.7% | +94.3% |
| 10Y | +670.6% | +124.5% | +546.1% | +462.6% |
| All | +1,015.5% | +8,511.6% | -7,496.1% | +334.4% |
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