+60.4%
FCX vs CAG
-17.7%
+78.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.7% | -3.9% | -6.8% |
| 7D | -1.9% | -5.9% | +4.0% | -2.4% |
| 30D | +3.4% | -1.5% | +4.9% | +3.5% |
| 3M | +15.0% | +11.5% | +3.5% | +17.4% |
| 6M | +14.6% | -15.7% | +30.3% | +17.2% |
| YTD | +41.2% | -10.2% | +51.4% | +46.5% |
| 1Y | +60.4% | -18.1% | +78.4% | +58.9% |
| All | +60.4% | -17.7% | +78.1% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling