+373.5%
FCX vs CCI
+67.9%
+305.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.4% |
| 7D | -0.3% | +2.5% | -2.8% | -1.0% |
| 30D | -14.7% | +14.4% | -29.2% | -18.2% |
| 3M | -11.2% | +21.7% | -32.8% | -16.5% |
| 6M | -11.4% | +4.0% | -15.4% | -13.5% |
| YTD | +17.7% | +6.2% | +11.5% | +13.3% |
| 1Y | +47.5% | +5.4% | +42.1% | +42.2% |
| 3Y | +83.9% | +11.7% | +72.2% | +68.5% |
| 5Y | +54.0% | -35.6% | +89.6% | +71.2% |
| All | +373.5% | +67.9% | +305.6% | +459.6% |
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