+138.9%
FCX vs CVS
+31.3%
+107.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.5% |
| 7D | +5.7% | -1.6% | +7.3% | +6.0% |
| 30D | +10.1% | +0.4% | +9.7% | +9.9% |
| 3M | +20.2% | -0.4% | +20.6% | +19.9% |
| 6M | +29.7% | +25.1% | +4.5% | +23.3% |
| YTD | +51.9% | +23.9% | +28.0% | +44.0% |
| 1Y | +66.0% | +41.1% | +24.9% | +52.3% |
| 3Y | +102.7% | +63.6% | +39.1% | +73.8% |
| 5Y | +138.9% | +31.5% | +107.3% | +104.2% |
| All | +138.9% | +31.3% | +107.5% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling