+4,940.8%
CSCO vs FCX
+861.3%
+4,079.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | -4.7% | -2.4% | -2.3% | -4.2% |
| 30D | -17.1% | -18.0% | +0.9% | -13.9% |
| 3M | -19.6% | -14.3% | -5.3% | -17.3% |
| 6M | +2.4% | -1.7% | +4.1% | +2.2% |
| YTD | +29.8% | +19.8% | +9.9% | +23.7% |
| 1Y | +38.7% | +48.6% | -10.0% | +26.7% |
| 3Y | +101.3% | +85.8% | +15.5% | +70.9% |
| 5Y | +94.8% | +72.2% | +22.6% | +62.6% |
| 10Y | +324.2% | +386.3% | -62.1% | +162.1% |
| All | +4,940.8% | +861.3% | +4,079.5% | +2,166.1% |
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