+680.9%
FCX vs CBRE
+2,234.5%
-1,553.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -4.9% | -2.0% | -2.9% | -4.2% |
| 30D | +4.8% | -2.2% | +7.0% | +5.3% |
| 3M | +4.6% | +12.9% | -8.3% | -1.7% |
| 6M | +10.8% | +4.3% | +6.5% | +7.8% |
| YTD | +44.2% | -8.0% | +52.3% | +46.4% |
| 1Y | +59.6% | -8.6% | +68.1% | +62.6% |
| 3Y | +82.2% | +71.9% | +10.4% | +40.4% |
| 5Y | +115.6% | +50.0% | +65.6% | +75.9% |
| 10Y | +670.6% | +390.1% | +280.5% | +294.5% |
| All | +680.9% | +2,234.5% | -1,553.5% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling