+688.6%
CAT vs FCX
+369.5%
+319.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.1% |
| 7D | +7.4% | -0.3% | +7.7% | +7.6% |
| 30D | -19.7% | -14.7% | -4.9% | -14.5% |
| 3M | -29.6% | -11.2% | -18.4% | -26.6% |
| 6M | -33.2% | -11.4% | -21.8% | -30.6% |
| YTD | +5.7% | +17.7% | -12.1% | -2.9% |
| 1Y | +9.3% | +47.5% | -38.1% | -8.0% |
| 3Y | +158.3% | +83.9% | +74.4% | +89.4% |
| 5Y | +211.6% | +54.0% | +157.6% | +133.4% |
| All | +688.6% | +369.5% | +319.1% | +225.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling