+681.0%
FCX vs CHWY
-42.4%
+723.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.8% | +10.3% | +1.1% |
| 7D | +3.1% | -14.1% | +17.3% | +5.4% |
| 30D | +8.1% | -8.1% | +16.3% | +9.3% |
| 3M | +18.9% | +1.7% | +17.2% | +17.9% |
| 6M | +26.6% | -20.7% | +47.3% | +29.9% |
| YTD | +51.2% | -37.2% | +88.4% | +60.3% |
| 1Y | +75.6% | -50.7% | +126.3% | +92.2% |
| 3Y | +101.7% | -9.7% | +111.5% | +96.0% |
| 5Y | +134.6% | -72.9% | +207.5% | +151.2% |
| All | +681.0% | -42.4% | +723.3% | +595.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling