+98.5%
CAT vs FCX
+70.9%
+27.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | -1.0% |
| 7D | +5.6% | +5.7% | -0.2% | +3.3% |
| 30D | -2.3% | +10.1% | -12.4% | -6.1% |
| 3M | -10.0% | +20.2% | -30.2% | -16.5% |
| 6M | +21.2% | +29.7% | -8.4% | +7.2% |
| YTD | +44.4% | +51.9% | -7.5% | +22.6% |
| All | +98.5% | +70.9% | +27.6% | +60.4% |
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