+49.2%
FCX vs CAI
-11.3%
+60.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.3% |
| 7D | +4.4% | -8.0% | +12.4% | +5.9% |
| 30D | -16.3% | -18.9% | +2.5% | -13.4% |
| 3M | -12.5% | +7.6% | -20.1% | -13.5% |
| 6M | -8.0% | +43.0% | -51.0% | -13.5% |
| YTD | +20.1% | -11.2% | +31.3% | +19.2% |
| 1Y | +45.9% | -3.3% | +49.2% | +43.2% |
| All | +49.2% | -11.3% | +60.4% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling