+657.7%
FCX vs CHRW
+3,633.2%
-2,975.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.4% | -3.4% | +1.0% | -1.0% |
| 30D | -18.0% | -9.4% | -8.6% | -15.2% |
| 3M | -14.3% | -12.6% | -1.6% | -10.9% |
| 6M | -1.7% | -24.2% | +22.4% | +6.0% |
| YTD | +19.8% | -18.9% | +38.7% | +24.3% |
| 1Y | +48.6% | -13.7% | +62.3% | +50.4% |
| 3Y | +85.8% | +72.6% | +13.2% | +35.6% |
| 5Y | +72.2% | +55.6% | +16.7% | +29.4% |
| 10Y | +386.3% | +122.7% | +263.5% | +212.3% |
| All | +657.7% | +3,633.2% | -2,975.5% | +203.9% |
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