+83.9%
FCX vs CVS
+48.1%
+35.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -0.3% | +6.6% | -6.9% | -0.5% |
| 30D | -14.7% | -0.4% | -14.3% | -14.8% |
| 3M | -11.2% | -5.3% | -5.9% | -11.0% |
| 6M | -11.4% | -7.7% | -3.7% | -11.1% |
| YTD | +17.7% | +16.0% | +1.7% | +15.3% |
| 1Y | +47.5% | +16.2% | +31.3% | +44.5% |
| 3Y | +83.9% | +47.6% | +36.3% | +73.4% |
| All | +83.9% | +48.1% | +35.8% | +73.4% |
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