+7,233.5%
CAT vs FCX
+893.5%
+6,340.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.9% | +2.3% | +5.7% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | -25.0% | -15.2% | -9.8% | -21.0% |
| 3M | -28.7% | -10.3% | -18.4% | -26.5% |
| 6M | -33.0% | +1.6% | -34.6% | -33.7% |
| YTD | +5.4% | +23.9% | -18.4% | -2.6% |
| 1Y | +7.3% | +58.0% | -50.8% | -8.1% |
| 3Y | +166.0% | +94.6% | +71.5% | +106.8% |
| 5Y | +210.1% | +70.4% | +139.7% | +143.3% |
| 10Y | +712.5% | +430.7% | +281.9% | +312.5% |
| All | +7,233.5% | +893.5% | +6,340.0% | +2,650.5% |
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