+2,631.7%
CVX vs FCX
+1,056.8%
+1,574.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +3.3% | -4.9% | +8.2% | +4.6% |
| 30D | +12.9% | +4.8% | +8.1% | +11.2% |
| 3M | +11.7% | +4.6% | +7.1% | +9.1% |
| 6M | +14.1% | +10.8% | +3.3% | +8.0% |
| YTD | +40.7% | +44.2% | -3.5% | +23.7% |
| 1Y | +37.5% | +59.6% | -22.1% | +16.3% |
| 3Y | +43.9% | +82.2% | -38.3% | +13.8% |
| 5Y | +161.5% | +115.6% | +45.8% | +90.6% |
| 10Y | +215.1% | +670.6% | -455.4% | +51.8% |
| All | +2,631.7% | +1,056.8% | +1,574.9% | +984.8% |
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