+4,811.9%
CSCO vs FCX
+844.3%
+3,967.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.0% | -4.2% | -5.9% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | -15.8% | -14.7% | -1.1% | -13.2% |
| 3M | -15.4% | -11.2% | -4.2% | -13.6% |
| 6M | -5.4% | -11.4% | +6.0% | -3.7% |
| YTD | +26.5% | +17.7% | +8.7% | +21.0% |
| 1Y | +25.9% | +47.5% | -21.6% | +15.2% |
| 3Y | +97.5% | +83.9% | +13.7% | +68.1% |
| 5Y | +93.0% | +54.0% | +39.1% | +64.8% |
| 10Y | +308.6% | +372.9% | -64.2% | +153.8% |
| All | +4,811.9% | +844.3% | +3,967.6% | +2,116.1% |
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