+813.3%
FCX vs CASY
+9,922.2%
-9,108.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -4.9% | +1.1% | -6.0% | -5.2% |
| 30D | -17.1% | +8.7% | -25.8% | -19.1% |
| 3M | -12.7% | -17.3% | +4.7% | -9.1% |
| 6M | -2.0% | -19.7% | +17.8% | +1.6% |
| YTD | +18.1% | +24.8% | -6.7% | +8.7% |
| 1Y | +55.2% | +31.9% | +23.3% | +40.6% |
| 3Y | +74.3% | +155.4% | -81.1% | +30.5% |
| 5Y | +71.9% | +250.6% | -178.7% | +17.1% |
| 10Y | +498.4% | +556.8% | -58.5% | +246.9% |
| All | +813.3% | +9,922.2% | -9,108.9% | +216.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling