+359.9%
CSCO vs FCX
+689.9%
-330.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.6% | +4.8% | -0.4% |
| 7D | -1.1% | -1.9% | +0.8% | -0.8% |
| 30D | -10.8% | +3.4% | -14.2% | -11.5% |
| 3M | -9.2% | +15.0% | -24.2% | -12.2% |
| 6M | +39.5% | +14.6% | +24.9% | +34.0% |
| YTD | +41.5% | +41.2% | +0.3% | +29.8% |
| 1Y | +61.0% | +60.4% | +0.6% | +42.7% |
| 3Y | +105.2% | +88.4% | +16.8% | +70.6% |
| 5Y | +113.4% | +115.0% | -1.6% | +65.6% |
| All | +359.9% | +689.9% | -330.0% | +142.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling