-30.7%
CIFR vs FCX
+267.2%
-297.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -2.8% |
| 7D | +4.8% | -0.3% | +5.1% | +5.1% |
| 30D | -31.0% | -14.7% | -16.3% | -23.3% |
| 3M | -58.7% | -11.2% | -47.6% | -55.2% |
| 6M | -67.7% | -11.4% | -56.3% | -64.6% |
| YTD | -53.5% | +17.7% | -71.2% | -55.7% |
| 1Y | -54.1% | +47.5% | -101.5% | -61.1% |
| 3Y | +138.2% | +83.9% | +54.3% | +85.9% |
| 5Y | -18.5% | +54.0% | -72.5% | -34.8% |
| All | -30.7% | +267.2% | -297.9% | -47.4% |
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 · 6 months rolling