+217.4%
FCX vs CBOE
+1,020.3%
-802.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +3.1% | -0.8% | +3.9% | +3.3% |
| 30D | +8.1% | +2.7% | +5.4% | +7.2% |
| 3M | +18.9% | +0.7% | +18.2% | +17.5% |
| 6M | +26.6% | -2.0% | +28.6% | +24.5% |
| YTD | +51.2% | +17.1% | +34.0% | +40.6% |
| 1Y | +75.6% | +26.5% | +49.1% | +59.1% |
| 3Y | +101.7% | +96.1% | +5.6% | +53.0% |
| 5Y | +134.6% | +149.3% | -14.7% | +62.2% |
| 10Y | +724.2% | +386.5% | +337.7% | +347.4% |
| All | +217.4% | +1,020.3% | -802.9% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded CBOE 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling