+94.6%
FCX vs CCI
+6.5%
+88.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.0% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | -15.2% | +10.3% | -25.5% | -15.9% |
| 3M | -10.3% | +17.9% | -28.2% | -11.6% |
| 6M | +1.6% | -0.5% | +2.0% | +1.2% |
| YTD | +23.9% | +2.7% | +21.2% | +22.5% |
| 1Y | +58.0% | +3.1% | +54.9% | +56.3% |
| 3Y | +94.6% | +8.0% | +86.6% | +83.8% |
| All | +94.6% | +6.5% | +88.1% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling