+1,015.5%
FCX vs CB
+6,112.2%
-5,096.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.0% |
| 7D | -4.9% | +0.5% | -5.4% | -5.1% |
| 30D | +4.8% | -3.1% | +7.9% | +6.0% |
| 3M | +4.6% | +9.0% | -4.3% | 0.0% |
| 6M | +10.8% | +2.9% | +8.0% | +8.1% |
| YTD | +44.2% | +10.1% | +34.1% | +36.2% |
| 1Y | +59.6% | +22.8% | +36.8% | +43.8% |
| 3Y | +82.2% | +73.8% | +8.5% | +40.5% |
| 5Y | +115.6% | +99.2% | +16.5% | +57.8% |
| 10Y | +670.6% | +218.2% | +452.3% | +374.6% |
| All | +1,015.5% | +6,112.2% | -5,096.7% | +282.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling