-35.8%
CBRS vs FCX
+14.8%
-50.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.3% | -10.2% | -8.2% |
| 7D | +15.7% | +5.7% | +10.0% | +11.4% |
| 30D | -11.9% | +10.1% | -21.9% | -18.1% |
| 3M | -16.0% | +20.2% | -36.2% | -29.3% |
| All | -35.8% | +14.8% | -50.5% | -45.8% |
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 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 · Available span rolling