+55.4%
FCX vs CASY
+266.7%
-211.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -0.3% | +3.6% | -3.9% | -1.0% |
| 30D | -14.7% | +9.1% | -23.8% | -16.4% |
| 3M | -11.2% | -16.5% | +5.4% | -7.8% |
| 6M | -11.4% | -19.7% | +8.3% | -7.5% |
| YTD | +17.7% | +29.3% | -11.5% | +5.6% |
| 1Y | +47.5% | +33.1% | +14.4% | +30.8% |
| 3Y | +83.9% | +158.5% | -74.6% | +29.4% |
| All | +55.4% | +266.7% | -211.3% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling