+59.6%
FCX vs CCI
-18.8%
+78.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.2% |
| 7D | -4.9% | -0.4% | -4.5% | -4.9% |
| 30D | +4.8% | +2.7% | +2.1% | +4.9% |
| 3M | +4.6% | -18.2% | +22.8% | +5.6% |
| 6M | +10.8% | -14.8% | +25.6% | +12.1% |
| YTD | +44.2% | -12.6% | +56.8% | +43.3% |
| 1Y | +59.6% | -16.7% | +76.3% | +56.9% |
| All | +59.6% | -18.8% | +78.3% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling