+75.6%
FCX vs CCI
-16.2%
+91.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +3.1% | -0.3% | +3.4% | +3.1% |
| 30D | +8.1% | +2.1% | +6.0% | +8.2% |
| 3M | +18.9% | -17.8% | +36.8% | +20.1% |
| 6M | +26.6% | -14.2% | +40.8% | +27.7% |
| YTD | +51.2% | -13.3% | +64.5% | +50.4% |
| 1Y | +75.6% | -16.6% | +92.2% | +70.9% |
| All | +75.6% | -16.2% | +91.8% | +70.9% |
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