+114.3%
FCX vs CB
+99.7%
+14.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | -4.9% | +0.5% | -5.4% | -5.0% |
| 30D | +4.8% | -3.1% | +7.9% | +5.8% |
| 3M | +4.6% | +9.0% | -4.3% | 0.0% |
| 6M | +10.8% | +2.9% | +8.0% | +8.3% |
| YTD | +44.2% | +10.1% | +34.1% | +35.8% |
| 1Y | +59.6% | +22.8% | +36.8% | +41.6% |
| 3Y | +82.2% | +73.8% | +8.5% | +23.9% |
| All | +114.3% | +99.7% | +14.6% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling