+368.4%
CSCO vs FCX
+745.6%
-377.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | 0.0% | +3.1% | -3.1% | -0.7% |
| 30D | -10.7% | +8.1% | -18.8% | -12.3% |
| 3M | -8.7% | +18.9% | -27.7% | -12.4% |
| 6M | +44.9% | +26.6% | +18.3% | +36.4% |
| YTD | +44.1% | +51.2% | -7.0% | +30.4% |
| 1Y | +65.9% | +75.6% | -9.7% | +44.3% |
| 3Y | +109.0% | +101.7% | +7.3% | +71.3% |
| 5Y | +114.8% | +134.6% | -19.9% | +63.6% |
| All | +368.4% | +745.6% | -377.2% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling