+1,015.5%
FCX vs CAG
+238.8%
+776.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -4.9% | -3.8% | -1.1% | -3.9% |
| 30D | +4.8% | +3.1% | +1.7% | +3.9% |
| 3M | +4.6% | +23.5% | -18.9% | -1.5% |
| 6M | +10.8% | -14.8% | +25.7% | +14.5% |
| YTD | +44.2% | -5.4% | +49.7% | +44.5% |
| 1Y | +59.6% | -11.8% | +71.4% | +62.3% |
| 3Y | +82.2% | -36.7% | +118.9% | +98.8% |
| 5Y | +115.6% | -40.3% | +155.9% | +137.3% |
| 10Y | +670.6% | -37.0% | +707.6% | +689.5% |
| All | +1,015.5% | +238.8% | +776.6% | +629.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling