+396.6%
FCX vs CAG
-36.8%
+433.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.3% |
| 7D | -0.8% | -1.8% | +1.0% | -0.6% |
| 30D | -15.1% | +9.7% | -24.7% | -16.3% |
| 3M | -9.6% | +0.5% | -10.1% | -9.9% |
| 6M | -3.1% | +8.9% | -12.0% | -4.7% |
| YTD | +23.4% | -8.4% | +31.8% | +24.4% |
| 1Y | +52.7% | -8.3% | +61.0% | +53.8% |
| 3Y | +91.4% | -36.1% | +127.5% | +101.7% |
| 5Y | +62.7% | -40.1% | +102.9% | +73.7% |
| All | +396.6% | -36.8% | +433.4% | +392.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling