+813.3%
FCX vs CB
+6,558.4%
-5,745.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.3% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | -17.1% | +9.1% | -26.2% | -20.1% |
| 3M | -12.7% | +3.4% | -16.1% | -14.2% |
| 6M | -2.0% | +14.1% | -16.1% | -8.4% |
| YTD | +18.1% | +18.0% | +0.1% | +8.2% |
| 1Y | +55.2% | +30.1% | +25.0% | +36.6% |
| 3Y | +74.3% | +71.8% | +2.6% | +34.9% |
| 5Y | +71.9% | +101.8% | -29.9% | +24.9% |
| 10Y | +498.4% | +252.1% | +246.2% | +253.4% |
| All | +813.3% | +6,558.4% | -5,745.1% | +203.6% |
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