+1,015.5%
FCX vs CVS
+2,127.0%
-1,111.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -4.9% | +4.0% | -8.8% | -6.0% |
| 30D | +4.8% | -2.4% | +7.2% | +5.3% |
| 3M | +4.6% | +2.7% | +2.0% | +3.3% |
| 6M | +10.8% | +21.9% | -11.0% | +3.6% |
| YTD | +44.2% | +24.7% | +19.5% | +32.9% |
| 1Y | +59.6% | +35.4% | +24.1% | +43.0% |
| 3Y | +82.2% | +65.2% | +17.1% | +48.4% |
| 5Y | +115.6% | +30.5% | +85.1% | +87.5% |
| 10Y | +670.6% | +40.4% | +630.2% | +538.6% |
| All | +1,015.5% | +2,127.0% | -1,111.5% | +520.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling