+97.6%
FCX vs CVS
+62.1%
+35.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +3.1% | -1.9% | +5.0% | +3.2% |
| 30D | +8.1% | -0.3% | +8.4% | +8.1% |
| 3M | +18.9% | -1.1% | +20.1% | +18.8% |
| 6M | +26.6% | +23.7% | +2.9% | +23.8% |
| YTD | +51.2% | +23.0% | +28.2% | +47.4% |
| 1Y | +75.6% | +37.2% | +38.4% | +68.8% |
| All | +97.6% | +62.1% | +35.4% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling