+40.2%
CVX vs FCX
+62.5%
-22.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.6% | +6.1% | -1.0% |
| 7D | +0.7% | -1.9% | +2.5% | +0.6% |
| 30D | +9.1% | +3.4% | +5.7% | +9.5% |
| 3M | +13.1% | +15.0% | -1.9% | +14.7% |
| 6M | +16.3% | +14.6% | +1.6% | +18.5% |
| YTD | +43.5% | +41.2% | +2.3% | +45.1% |
| 1Y | +40.2% | +60.4% | -20.2% | +41.1% |
| All | +40.2% | +62.5% | -22.4% | +41.1% |
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 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