+227.3%
C vs FCX
+893.5%
-666.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.4% | +0.9% |
| 7D | -0.9% | -1.0% | +0.1% | -0.6% |
| 30D | -5.4% | -15.2% | +9.8% | -0.5% |
| 3M | -9.2% | -10.3% | +1.1% | -6.7% |
| 6M | -1.8% | +1.6% | -3.4% | -3.8% |
| YTD | +6.7% | +23.9% | -17.2% | -3.2% |
| 1Y | +23.5% | +58.0% | -34.5% | +3.7% |
| 3Y | +219.8% | +94.6% | +125.2% | +140.7% |
| 5Y | +112.4% | +70.4% | +42.0% | +59.7% |
| 10Y | +220.1% | +430.7% | -210.6% | +51.6% |
| All | +227.3% | +893.5% | -666.2% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling