+70.4%
FCX vs CBRE
+30.4%
+40.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.9% | +3.8% |
| 7D | -1.0% | +1.0% | -2.1% | -1.5% |
| 30D | -15.2% | +5.6% | -20.9% | -18.0% |
| 3M | -10.3% | -6.8% | -3.5% | -7.9% |
| 6M | +1.6% | -5.6% | +7.1% | +2.5% |
| YTD | +23.9% | -14.1% | +37.9% | +30.0% |
| 1Y | +58.0% | -9.5% | +67.5% | +60.3% |
| 3Y | +94.6% | +91.8% | +2.8% | +16.0% |
| 5Y | +70.4% | +30.3% | +40.1% | +25.3% |
| All | +70.4% | +30.4% | +40.0% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling