+430.7%
FCX vs CNH
+134.0%
+296.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.9% | -6.0% | -2.4% |
| 7D | -1.0% | +8.6% | -9.6% | -6.4% |
| 30D | -15.2% | +12.6% | -27.8% | -22.4% |
| 3M | -10.3% | +17.5% | -27.8% | -22.2% |
| 6M | +1.6% | +18.1% | -16.5% | -13.7% |
| YTD | +23.9% | +40.4% | -16.5% | -8.7% |
| 1Y | +58.0% | +34.0% | +24.0% | +19.8% |
| 3Y | +94.6% | +35.3% | +59.3% | +38.6% |
| 5Y | +70.4% | -5.1% | +75.5% | +54.7% |
| 10Y | +430.7% | +124.0% | +306.6% | +139.3% |
| All | +430.7% | +134.0% | +296.7% | +139.3% |
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