+811.8%
FCX vs CHRW
+4,173.0%
-3,361.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.2% |
| 7D | -4.9% | -1.4% | -3.5% | -4.4% |
| 30D | +4.8% | -3.5% | +8.3% | +6.0% |
| 3M | +4.6% | -19.4% | +24.0% | +11.9% |
| 6M | +10.8% | -21.4% | +32.2% | +18.8% |
| YTD | +44.2% | -7.1% | +51.4% | +43.6% |
| 1Y | +59.6% | +17.8% | +41.7% | +42.8% |
| 3Y | +82.2% | +78.8% | +3.5% | +33.0% |
| 5Y | +115.6% | +83.5% | +32.1% | +53.6% |
| 10Y | +670.6% | +160.2% | +510.3% | +371.8% |
| All | +811.8% | +4,173.0% | -3,361.2% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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