+333.5%
CAT vs FCX
+127.3%
+206.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | -1.0% |
| 7D | +5.6% | +5.7% | -0.2% | +3.2% |
| 30D | -2.3% | +10.1% | -12.4% | -6.3% |
| 3M | -10.0% | +20.2% | -30.2% | -16.7% |
| 6M | +21.2% | +29.7% | -8.4% | +7.6% |
| YTD | +44.4% | +51.9% | -7.5% | +20.2% |
| 1Y | +96.3% | +66.0% | +30.3% | +55.9% |
| 3Y | +203.9% | +102.7% | +101.2% | +113.4% |
| 5Y | +333.5% | +138.9% | +194.6% | +165.7% |
| All | +333.5% | +127.3% | +206.2% | +165.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling