-71.1%
CIFR vs FCX
+58.1%
-129.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.3% | -21.3% | -21.3% |
| 7D | -26.7% | -6.0% | -20.7% | -22.1% |
| 30D | -58.0% | -13.6% | -44.4% | -50.8% |
| 3M | -68.1% | -6.8% | -61.3% | -66.1% |
| 6M | -63.7% | +13.2% | -76.8% | -68.6% |
| YTD | -56.0% | +24.4% | -80.4% | -67.5% |
| 1Y | -71.1% | +60.3% | -131.4% | -85.8% |
| All | -71.1% | +58.1% | -129.2% | -85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling