+854.8%
FCX vs BP
+745.7%
+109.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +1.8% |
| 7D | -0.8% | -0.8% | 0.0% | -0.1% |
| 30D | -15.1% | -3.1% | -11.9% | -13.6% |
| 3M | -9.6% | +6.2% | -15.8% | -15.3% |
| 6M | -3.1% | +4.8% | -7.8% | -10.1% |
| YTD | +23.4% | +35.2% | -11.7% | -9.3% |
| 1Y | +52.7% | +27.4% | +25.2% | +17.1% |
| 3Y | +91.4% | +49.8% | +41.6% | +26.2% |
| 5Y | +62.7% | +109.4% | -46.6% | -20.8% |
| 10Y | +395.9% | +135.7% | +260.2% | +110.9% |
| All | +854.8% | +745.7% | +109.1% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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