+383.2%
FCX vs CVS
+64.6%
+318.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +4.4% | +10.4% | -6.0% | +1.1% |
| 30D | -16.3% | +3.3% | -19.6% | -17.9% |
| 3M | -12.5% | -4.5% | -8.0% | -12.1% |
| 6M | -8.0% | -4.4% | -3.7% | -8.2% |
| YTD | +20.1% | +16.6% | +3.5% | +10.0% |
| 1Y | +45.9% | +15.3% | +30.6% | +34.0% |
| 3Y | +86.2% | +48.6% | +37.7% | +46.7% |
| 5Y | +57.1% | +12.9% | +44.2% | +39.5% |
| All | +383.2% | +64.6% | +318.6% | +257.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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