+9,843.4%
CAT vs FCX
+1,056.8%
+8,786.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +1.7% | -4.9% | +6.6% | +3.3% |
| 30D | -6.6% | +4.8% | -11.4% | -8.1% |
| 3M | -13.3% | +4.6% | -17.9% | -14.8% |
| 6M | +11.6% | +10.8% | +0.8% | +7.0% |
| YTD | +42.9% | +44.2% | -1.3% | +26.1% |
| 1Y | +95.4% | +59.6% | +35.9% | +65.5% |
| 3Y | +196.6% | +82.2% | +114.3% | +135.0% |
| 5Y | +321.7% | +115.6% | +206.0% | +206.9% |
| 10Y | +1,140.8% | +670.6% | +470.2% | +463.2% |
| All | +9,843.4% | +1,056.8% | +8,786.6% | +3,460.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling