+430.7%
FCX vs CASY
+551.3%
-120.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.7% |
| 7D | -1.0% | +3.6% | -4.6% | -2.3% |
| 30D | -15.2% | +7.2% | -22.4% | -17.6% |
| 3M | -10.3% | -16.9% | +6.6% | -5.0% |
| 6M | +1.6% | -19.3% | +20.9% | +6.9% |
| YTD | +23.9% | +25.6% | -1.8% | +7.5% |
| 1Y | +58.0% | +30.2% | +27.9% | +34.6% |
| 3Y | +94.6% | +154.9% | -60.3% | +18.4% |
| 5Y | +70.4% | +252.1% | -181.8% | -13.7% |
| 10Y | +430.7% | +535.8% | -105.2% | +111.5% |
| All | +430.7% | +551.3% | -120.7% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling