+92.8%
FCX vs CB
+71.6%
+21.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +3.1% |
| 7D | -0.8% | -1.0% | +0.3% | -0.9% |
| 30D | -15.1% | +7.3% | -22.4% | -13.9% |
| 3M | -9.6% | +7.0% | -16.6% | -8.3% |
| 6M | -3.1% | +16.3% | -19.4% | -1.1% |
| YTD | +23.4% | +19.7% | +3.7% | +25.5% |
| 1Y | +52.7% | +27.8% | +24.9% | +53.7% |
| All | +92.8% | +71.6% | +21.2% | +116.2% |
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