+87.7%
FCX vs CAI
-11.0%
+98.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | 0.0% |
| 7D | +3.1% | -3.1% | +6.2% | +3.6% |
| 30D | +8.1% | +2.7% | +5.4% | +7.7% |
| 3M | +18.9% | +41.7% | -22.8% | +12.6% |
| 6M | +26.6% | +26.5% | +0.1% | +20.8% |
| YTD | +51.2% | -10.9% | +62.1% | +50.2% |
| 1Y | +75.6% | -29.2% | +104.8% | +76.3% |
| All | +87.7% | -11.0% | +98.7% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling