+60.4%
FCX vs CAI
-29.0%
+89.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -1.9% | -5.1% | +3.2% | -0.9% |
| 30D | +3.4% | +3.9% | -0.5% | +2.6% |
| 3M | +15.0% | +40.1% | -25.1% | +7.4% |
| 6M | +14.6% | +29.7% | -15.0% | +7.4% |
| YTD | +41.2% | -10.9% | +52.1% | +43.8% |
| 1Y | +60.4% | -28.0% | +88.4% | +79.3% |
| All | +60.4% | -29.0% | +89.4% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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