+60.3%
FCX vs CHYM
+71.1%
-10.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +0.4% |
| 7D | -6.0% | +3.7% | -9.7% | -6.6% |
| 30D | -13.6% | +5.6% | -19.2% | -14.3% |
| 3M | -6.8% | +19.7% | -26.5% | -10.3% |
| 6M | +13.2% | +35.3% | -22.1% | +5.3% |
| YTD | +24.4% | +18.7% | +5.7% | +15.7% |
| 1Y | +60.3% | +67.8% | -7.5% | +30.6% |
| All | +60.3% | +71.1% | -10.8% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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