+8.9%
CAT vs FCX
+58.1%
-49.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.6% | -5.8% |
| 7D | -17.1% | -6.0% | -11.1% | -14.9% |
| 30D | -30.1% | -13.6% | -16.5% | -25.6% |
| 3M | -32.4% | -6.8% | -25.6% | -30.8% |
| 6M | -32.1% | +13.2% | -45.3% | -36.1% |
| YTD | +4.1% | +24.4% | -20.3% | -9.5% |
| 1Y | +8.9% | +60.3% | -51.4% | -13.9% |
| All | +8.9% | +58.1% | -49.2% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling