+60.3%
FCX vs CHWY
-28.3%
+88.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.8% | +1.2% |
| 7D | -6.0% | +13.4% | -19.4% | -6.2% |
| 30D | -13.6% | +28.4% | -42.0% | -14.4% |
| 3M | -6.8% | -2.9% | -3.9% | -6.2% |
| 6M | +13.2% | -4.7% | +17.9% | +16.3% |
| YTD | +24.4% | -29.2% | +53.6% | +28.4% |
| 1Y | +60.3% | -30.7% | +91.0% | +65.4% |
| All | +60.3% | -28.3% | +88.6% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 1y: compounded portfolio wealth divided by compounded CHWY 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…
1y analysis · Full analysis span regression · 6 months rolling