+219.5%
C vs FCX
+847.1%
-627.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.3% |
| 7D | -2.4% | -4.9% | +2.5% | -0.9% |
| 30D | -6.0% | -17.1% | +11.2% | -0.4% |
| 3M | -10.5% | -12.7% | +2.1% | -7.4% |
| 6M | -5.7% | -2.0% | -3.7% | -6.6% |
| YTD | +4.1% | +18.1% | -13.9% | -4.1% |
| 1Y | +20.5% | +55.2% | -34.7% | +1.7% |
| 3Y | +208.1% | +74.3% | +133.8% | +140.0% |
| 5Y | +110.4% | +71.9% | +38.5% | +57.7% |
| 10Y | +234.6% | +498.4% | -263.7% | +53.0% |
| All | +219.5% | +847.1% | -627.7% | +19.2% |
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