+83.9%
FCX vs CB
+74.1%
+9.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -1.8% |
| 7D | -0.3% | +2.9% | -3.2% | +0.3% |
| 30D | -14.7% | +7.3% | -22.0% | -13.5% |
| 3M | -11.2% | +9.4% | -20.6% | -9.5% |
| 6M | -11.4% | +19.6% | -31.0% | -9.4% |
| YTD | +17.7% | +21.5% | -3.8% | +20.0% |
| 1Y | +47.5% | +28.0% | +19.5% | +49.2% |
| 3Y | +83.9% | +74.9% | +9.0% | +106.8% |
| All | +83.9% | +74.1% | +9.8% | +106.8% |
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 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