+79.1%
FCX vs CAI
-7.1%
+86.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -4.9% | -2.2% | -2.7% | -4.5% |
| 30D | +4.8% | +52.4% | -47.6% | -1.6% |
| 3M | +4.6% | +45.1% | -40.5% | -1.3% |
| 6M | +10.8% | +26.2% | -15.4% | +5.8% |
| YTD | +44.2% | -7.1% | +51.3% | +42.4% |
| 1Y | +59.6% | -31.0% | +90.6% | +58.8% |
| All | +79.1% | -7.1% | +86.3% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling