+810.5%
FCX vs CVS
+1,971.6%
-1,161.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -0.3% | +6.6% | -6.9% | -2.1% |
| 30D | -14.7% | -0.4% | -14.3% | -15.1% |
| 3M | -11.2% | -5.3% | -5.9% | -10.7% |
| 6M | -11.4% | -7.7% | -3.7% | -10.6% |
| YTD | +17.7% | +16.0% | +1.7% | +9.9% |
| 1Y | +47.5% | +16.2% | +31.3% | +37.5% |
| 3Y | +83.9% | +47.6% | +36.3% | +53.7% |
| 5Y | +54.0% | +12.3% | +41.6% | +38.9% |
| 10Y | +372.9% | +62.4% | +310.5% | +276.3% |
| All | +810.5% | +1,971.6% | -1,161.1% | +412.8% |
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