+724.2%
FCX vs CCI
+17.8%
+706.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | +8.1% | +2.1% | +6.0% | +7.4% |
| 3M | +18.9% | -17.8% | +36.8% | +25.2% |
| 6M | +26.6% | -14.2% | +40.8% | +30.7% |
| YTD | +51.2% | -13.3% | +64.5% | +54.9% |
| 1Y | +75.6% | -16.6% | +92.2% | +82.0% |
| 3Y | +101.7% | -10.8% | +112.5% | +98.4% |
| 5Y | +134.6% | -50.3% | +185.0% | +182.2% |
| 10Y | +724.2% | +22.5% | +701.6% | +885.4% |
| All | +724.2% | +17.8% | +706.4% | +885.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling