+45.9%
CSCO vs FCX
+58.1%
-12.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -6.1% | -6.0% | -0.1% | -4.7% |
| 30D | -8.2% | -13.6% | +5.4% | -5.0% |
| 3M | -14.6% | -6.8% | -7.8% | -13.3% |
| 6M | +12.7% | +13.2% | -0.5% | +9.6% |
| YTD | +37.0% | +24.4% | +12.6% | +32.6% |
| 1Y | +45.9% | +60.3% | -14.4% | +35.4% |
| All | +45.9% | +58.1% | -12.2% | +35.4% |
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 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