+130.2%
FCX vs CBOE
+148.7%
-18.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +3.1% | -0.8% | +3.9% | +3.1% |
| 30D | +8.1% | +2.7% | +5.4% | +8.0% |
| 3M | +18.9% | +0.7% | +18.2% | +18.7% |
| 6M | +26.6% | -2.0% | +28.6% | +26.0% |
| YTD | +51.2% | +17.1% | +34.0% | +46.3% |
| 1Y | +75.6% | +26.5% | +49.1% | +67.4% |
| 3Y | +101.7% | +96.1% | +5.6% | +57.3% |
| All | +130.2% | +148.7% | -18.5% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling