+114.0%
CSCO vs FCX
+127.3%
-13.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.4% | -1.1% |
| 7D | -0.5% | +5.7% | -6.2% | -1.6% |
| 30D | -10.1% | +10.1% | -20.2% | -11.8% |
| 3M | -11.7% | +20.2% | -31.9% | -15.1% |
| 6M | +40.1% | +29.7% | +10.4% | +32.0% |
| YTD | +43.8% | +51.9% | -8.1% | +31.4% |
| 1Y | +66.6% | +66.0% | +0.6% | +48.8% |
| 3Y | +108.5% | +102.7% | +5.8% | +73.7% |
| 5Y | +114.0% | +138.9% | -24.9% | +68.3% |
| All | +114.0% | +127.3% | -13.3% | +68.3% |
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