+724.2%
FCX vs CBRE
+381.8%
+342.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.7% |
| 7D | +3.1% | -1.7% | +4.8% | +3.8% |
| 30D | +8.1% | -3.0% | +11.1% | +9.2% |
| 3M | +18.9% | +2.6% | +16.3% | +14.5% |
| 6M | +26.6% | +2.0% | +24.6% | +22.3% |
| YTD | +51.2% | -13.1% | +64.3% | +59.2% |
| 1Y | +75.6% | -13.8% | +89.4% | +86.0% |
| 3Y | +101.7% | +63.9% | +37.8% | +31.7% |
| 5Y | +134.6% | +42.3% | +92.3% | +65.7% |
| 10Y | +724.2% | +401.2% | +323.0% | +155.0% |
| All | +724.2% | +381.8% | +342.3% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling