+97.6%
FCX vs CBOE
+96.4%
+1.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.6% |
| 7D | +3.1% | -0.8% | +3.9% | +2.9% |
| 30D | +8.1% | +2.7% | +5.4% | +9.0% |
| 3M | +18.9% | +0.7% | +18.2% | +19.5% |
| 6M | +26.6% | -2.0% | +28.6% | +27.7% |
| YTD | +51.2% | +17.1% | +34.0% | +60.1% |
| 1Y | +75.6% | +26.5% | +49.1% | +90.2% |
| All | +97.6% | +96.4% | +1.2% | +140.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling