+23.1%
C vs FCX
+47.1%
-24.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.5% |
| 7D | +4.7% | +4.4% | +0.3% | +3.6% |
| 30D | +0.2% | -16.3% | +16.5% | +4.2% |
| 3M | -9.3% | -12.5% | +3.1% | -7.1% |
| 6M | -0.8% | -8.0% | +7.2% | -0.6% |
| YTD | +8.5% | +20.1% | -11.6% | -4.0% |
| 1Y | +23.1% | +45.9% | -22.8% | -1.8% |
| All | +23.1% | +47.1% | -24.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 1y: compounded portfolio wealth divided by compounded FCX 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…
1y analysis · Full analysis span regression · 6 months rolling