+138.9%
FCX vs CCI
-50.2%
+189.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.9% |
| 3M | +20.2% | -16.3% | +36.4% | +24.6% |
| 6M | +29.7% | -13.9% | +43.6% | +33.0% |
| YTD | +51.9% | -12.4% | +64.4% | +54.4% |
| 1Y | +66.0% | -15.2% | +81.2% | +70.1% |
| 3Y | +102.7% | -9.9% | +112.6% | +97.1% |
| 5Y | +138.9% | -50.8% | +189.7% | +145.6% |
| All | +138.9% | -50.2% | +189.1% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling