+701.1%
FCX vs CNH
+152.9%
+548.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.6% | +10.9% | +9.2% |
| 7D | +5.7% | +8.8% | -3.1% | -1.1% |
| 30D | +10.1% | +24.7% | -14.6% | -7.1% |
| 3M | +20.2% | +27.3% | -7.2% | -1.3% |
| 6M | +29.7% | +23.2% | +6.5% | +7.9% |
| YTD | +51.9% | +48.9% | +3.0% | +8.9% |
| 1Y | +66.0% | +19.4% | +46.6% | +38.4% |
| 3Y | +102.7% | +7.8% | +95.0% | +74.0% |
| 5Y | +138.9% | +8.7% | +130.1% | +98.5% |
| 10Y | +701.1% | +149.5% | +551.5% | +201.8% |
| All | +701.1% | +152.9% | +548.1% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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