+37.5%
CVX vs FCX
+60.8%
-23.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +3.3% | -4.9% | +8.2% | +2.9% |
| 30D | +12.9% | +4.8% | +8.1% | +13.3% |
| 3M | +11.7% | +4.6% | +7.1% | +12.6% |
| 6M | +14.1% | +10.8% | +3.3% | +16.7% |
| YTD | +40.7% | +44.2% | -3.5% | +42.4% |
| 1Y | +37.5% | +59.6% | -22.1% | +38.3% |
| All | +37.5% | +60.8% | -23.3% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling