+515.0%
CIFR vs FCX
+101.5%
+413.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.3% | -1.0% | -0.4% |
| 7D | +26.7% | +5.7% | +21.0% | +20.3% |
| 30D | +7.7% | +10.1% | -2.3% | -2.0% |
| 3M | -23.8% | +20.2% | -44.0% | -36.1% |
| 6M | +35.9% | +29.7% | +6.2% | +6.8% |
| YTD | +25.4% | +51.9% | -26.5% | -12.6% |
| 1Y | +139.8% | +66.0% | +73.8% | +51.1% |
| 3Y | +515.0% | +102.7% | +412.2% | +178.7% |
| All | +515.0% | +101.5% | +413.5% | +178.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling