+216.0%
C vs FCX
+82.9%
+133.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | +4.2% | -0.3% | +4.5% | +4.2% |
| 30D | +2.0% | -14.7% | +16.7% | +6.2% |
| 3M | -10.1% | -11.2% | +1.0% | -7.9% |
| 6M | +1.0% | -11.4% | +12.4% | +2.8% |
| YTD | +8.5% | +17.7% | -9.3% | +0.4% |
| 1Y | +25.7% | +47.5% | -21.8% | +9.0% |
| 3Y | +216.0% | +83.9% | +132.1% | +139.7% |
| All | +216.0% | +82.9% | +133.1% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling