+102.7%
FCX vs CAG
-36.6%
+139.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.8% | +5.3% |
| 7D | +5.7% | -5.3% | +11.0% | +5.5% |
| 30D | +10.1% | +1.0% | +9.1% | +10.2% |
| 3M | +20.2% | +17.4% | +2.8% | +21.2% |
| 6M | +29.7% | -16.8% | +46.5% | +31.3% |
| YTD | +51.9% | -6.8% | +58.7% | +54.1% |
| 1Y | +66.0% | -15.4% | +81.4% | +68.3% |
| 3Y | +102.7% | -37.1% | +139.8% | +104.6% |
| All | +102.7% | -36.6% | +139.4% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling