+267.6%
C vs FCX
+1,056.8%
-789.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.6% | -4.9% | +8.5% | +5.2% |
| 30D | +0.1% | +4.8% | -4.8% | -1.8% |
| 3M | +2.4% | +4.6% | -2.2% | +0.1% |
| 6M | +24.9% | +10.8% | +14.1% | +18.7% |
| YTD | +19.8% | +44.2% | -24.4% | +4.0% |
| 1Y | +44.9% | +59.6% | -14.7% | +20.3% |
| 3Y | +263.0% | +82.2% | +180.7% | +179.8% |
| 5Y | +129.5% | +115.6% | +13.9% | +59.9% |
| 10Y | +291.6% | +670.6% | -379.0% | +65.2% |
| All | +267.6% | +1,056.8% | -789.2% | +29.3% |
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