+84.2%
FCX vs CHTR
-65.7%
+149.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.5% |
| 7D | -2.3% | -4.1% | +1.8% | -2.0% |
| 30D | +2.7% | -3.0% | +5.6% | +2.8% |
| 3M | +7.4% | +4.8% | +2.6% | +6.7% |
| 6M | +16.0% | -35.0% | +51.0% | +20.4% |
| YTD | +40.9% | -30.2% | +71.1% | +44.7% |
| 1Y | +56.4% | -44.8% | +101.2% | +66.4% |
| 3Y | +84.2% | -66.6% | +150.8% | +117.6% |
| All | +84.2% | -65.7% | +149.9% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling