+1,015.5%
FCX vs CASY
+10,909.3%
-9,893.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -4.9% | +0.1% | -4.9% | -4.9% |
| 30D | +4.8% | -11.3% | +16.2% | +8.0% |
| 3M | +4.6% | -0.6% | +5.3% | +3.3% |
| 6M | +10.8% | +10.7% | +0.1% | +6.3% |
| YTD | +44.2% | +37.1% | +7.1% | +30.6% |
| 1Y | +59.6% | +52.3% | +7.3% | +40.1% |
| 3Y | +82.2% | +215.2% | -132.9% | +29.7% |
| 5Y | +115.6% | +276.5% | -160.9% | +45.3% |
| 10Y | +670.6% | +508.4% | +162.2% | +355.7% |
| All | +1,015.5% | +10,909.3% | -9,893.8% | +279.5% |
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 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