-58.7%
CIFR vs FCX
-12.0%
-46.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.0% | +5.9% | +5.6% |
| 7D | +9.4% | -0.8% | +10.2% | +10.5% |
| 30D | -45.3% | -15.1% | -30.2% | -35.8% |
| 3M | -58.7% | -9.6% | -49.1% | -53.0% |
| All | -58.7% | -12.0% | -46.7% | -53.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling