-13.0%
CIFR vs FCX
+70.1%
-83.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.0% | +5.9% | +6.6% |
| 7D | +9.4% | -0.8% | +10.2% | +11.0% |
| 30D | -45.3% | -15.1% | -30.2% | -37.3% |
| 3M | -58.7% | -9.6% | -49.1% | -54.9% |
| 6M | -64.9% | -3.1% | -61.9% | -63.5% |
| YTD | -51.8% | +23.4% | -75.3% | -57.1% |
| 1Y | -61.9% | +52.7% | -114.6% | -70.7% |
| 3Y | +138.6% | +91.4% | +47.2% | +58.0% |
| 5Y | -13.0% | +62.7% | -75.7% | -43.7% |
| All | -13.0% | +70.1% | -83.1% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling