+430.7%
FCX vs CB
+246.2%
+184.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.1% |
| 7D | -1.0% | -1.5% | +0.5% | -0.2% |
| 30D | -15.2% | +6.5% | -21.8% | -18.6% |
| 3M | -10.3% | +4.1% | -14.3% | -13.0% |
| 6M | +1.6% | +14.4% | -12.8% | -8.8% |
| YTD | +23.9% | +17.5% | +6.4% | +8.0% |
| 1Y | +58.0% | +27.5% | +30.5% | +30.2% |
| 3Y | +94.6% | +71.6% | +23.0% | +24.5% |
| 5Y | +70.4% | +100.6% | -30.2% | -4.1% |
| 10Y | +430.7% | +243.0% | +187.7% | +131.8% |
| All | +430.7% | +246.2% | +184.5% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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