+102.7%
FCX vs CCI
-10.9%
+113.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.2% | +5.3% |
| 7D | +5.7% | +0.2% | +5.6% | +5.7% |
| 30D | +10.1% | +0.5% | +9.6% | +10.0% |
| 3M | +20.2% | -16.3% | +36.4% | +22.4% |
| 6M | +29.7% | -13.9% | +43.6% | +31.4% |
| YTD | +51.9% | -12.4% | +64.4% | +52.9% |
| 1Y | +66.0% | -15.2% | +81.2% | +67.9% |
| 3Y | +102.7% | -9.9% | +112.6% | +96.0% |
| All | +102.7% | -10.9% | +113.6% | +96.0% |
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