+85.3%
FCX vs CB
+74.5%
+10.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | 0.0% |
| 7D | -4.9% | +0.5% | -5.4% | -4.8% |
| 30D | +4.8% | -3.1% | +7.9% | +4.5% |
| 3M | +4.6% | +9.0% | -4.3% | +4.7% |
| 6M | +10.8% | +2.9% | +8.0% | +11.3% |
| YTD | +44.2% | +10.1% | +34.1% | +43.8% |
| 1Y | +59.6% | +22.8% | +36.8% | +56.3% |
| All | +85.3% | +74.5% | +10.8% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling