+74.3%
FCX vs CNH
+7.0%
+67.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +1.4% |
| 7D | -4.9% | -1.7% | -3.2% | -4.0% |
| 30D | -17.1% | -7.2% | -9.9% | -14.6% |
| 3M | -12.7% | +6.5% | -19.2% | -17.3% |
| 6M | -2.0% | +7.9% | -9.8% | -8.7% |
| YTD | +18.1% | +26.6% | -8.5% | -0.7% |
| 1Y | +55.2% | +13.8% | +41.4% | +37.7% |
| 3Y | +74.3% | +9.2% | +65.1% | +53.0% |
| All | +74.3% | +7.0% | +67.3% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling