+163.4%
FCX vs CNH
+64.7%
+98.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -2.6% |
| 7D | -4.9% | +23.3% | -28.2% | -18.6% |
| 30D | +4.8% | +33.5% | -28.6% | -15.6% |
| 3M | +4.6% | +32.7% | -28.1% | -16.5% |
| 6M | +10.8% | +22.2% | -11.4% | -7.0% |
| YTD | +44.2% | +57.7% | -13.5% | -0.8% |
| 1Y | +59.6% | +28.0% | +31.6% | +26.7% |
| 3Y | +82.2% | +11.5% | +70.7% | +52.8% |
| 5Y | +115.6% | +11.9% | +103.8% | +76.3% |
| 10Y | +670.6% | +162.8% | +507.8% | +212.1% |
| All | +163.4% | +64.7% | +98.7% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling