+130.7%
C vs FCX
+116.6%
+14.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.6% | -4.9% | +8.5% | +5.1% |
| 30D | +0.1% | +4.8% | -4.8% | -1.6% |
| 3M | +2.4% | +4.6% | -2.2% | +0.2% |
| 6M | +24.9% | +10.8% | +14.1% | +19.0% |
| YTD | +19.8% | +44.2% | -24.4% | +4.6% |
| 1Y | +44.9% | +59.6% | -14.7% | +21.2% |
| 3Y | +263.0% | +82.2% | +180.7% | +178.8% |
| All | +130.7% | +116.6% | +14.0% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling