+612.2%
FCX vs CHTR
-44.7%
+656.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.2% |
| 7D | -2.3% | -4.1% | +1.8% | -1.5% |
| 30D | +2.7% | -3.0% | +5.6% | +2.8% |
| 3M | +7.4% | +4.8% | +2.6% | +4.3% |
| 6M | +16.0% | -35.0% | +51.0% | +26.5% |
| YTD | +40.9% | -30.2% | +71.1% | +48.7% |
| 1Y | +56.4% | -44.8% | +101.2% | +77.9% |
| 3Y | +84.2% | -66.6% | +150.8% | +137.9% |
| 5Y | +114.6% | -81.5% | +196.1% | +252.0% |
| All | +612.2% | -44.7% | +656.9% | +584.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 10y: compounded portfolio wealth divided by compounded CHTR 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…
10y analysis · Full analysis span regression · 6 months rolling