+183.3%
CAT vs FCX
+67.8%
+115.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.1% |
| 7D | -10.3% | -4.9% | -5.4% | -8.5% |
| 30D | -31.2% | -17.1% | -14.1% | -25.9% |
| 3M | -34.7% | -12.7% | -22.0% | -31.5% |
| 6M | -39.5% | -2.0% | -37.5% | -39.6% |
| YTD | -1.7% | +18.1% | -19.7% | -9.8% |
| 1Y | -1.1% | +55.2% | -56.3% | -18.4% |
| 3Y | +143.9% | +74.3% | +69.5% | +81.2% |
| All | +183.3% | +67.8% | +115.5% | +99.8% |
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 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