+61.5%
FCX vs CNH
-14.7%
+76.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +1.0% |
| 7D | -4.9% | -1.7% | -3.2% | -3.8% |
| 30D | -17.1% | -7.2% | -9.9% | -14.0% |
| 3M | -12.7% | +6.5% | -19.2% | -18.3% |
| 6M | -2.0% | +7.9% | -9.8% | -10.3% |
| YTD | +18.1% | +26.6% | -8.5% | -4.6% |
| 1Y | +55.2% | +13.8% | +41.4% | +33.7% |
| 3Y | +74.3% | +9.2% | +65.1% | +46.4% |
| All | +61.5% | -14.7% | +76.1% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling