+219.0%
FCX vs CBOE
+1,025.9%
-806.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +5.8% |
| 7D | +5.7% | -4.6% | +10.4% | +6.9% |
| 30D | +10.1% | +2.6% | +7.4% | +9.2% |
| 3M | +20.2% | +4.9% | +15.2% | +17.5% |
| 6M | +29.7% | -2.2% | +31.8% | +27.6% |
| YTD | +51.9% | +17.7% | +34.2% | +41.2% |
| 1Y | +66.0% | +26.1% | +39.9% | +50.6% |
| 3Y | +102.7% | +97.1% | +5.6% | +53.6% |
| 5Y | +138.9% | +149.2% | -10.3% | +65.2% |
| 10Y | +701.1% | +385.1% | +316.0% | +335.3% |
| All | +219.0% | +1,025.9% | -806.9% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling