+66.0%
FCX vs CB
+22.5%
+43.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.8% | +4.3% |
| 7D | +5.7% | -0.6% | +6.3% | +5.4% |
| 30D | +10.1% | -3.9% | +14.0% | +7.3% |
| 3M | +20.2% | +4.9% | +15.3% | +24.6% |
| 6M | +29.7% | +3.3% | +26.4% | +34.9% |
| YTD | +51.9% | +8.5% | +43.4% | +61.9% |
| 1Y | +66.0% | +22.1% | +43.9% | +77.4% |
| All | +66.0% | +22.5% | +43.5% | +77.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling