+1,508.9%
FCX vs CCI
+1,106.5%
+402.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | +4.4% | -1.4% | +5.8% | +4.7% |
| 30D | -16.3% | +12.7% | -29.1% | -18.6% |
| 3M | -12.5% | +23.0% | -35.5% | -16.5% |
| 6M | -8.0% | +0.6% | -8.6% | -9.1% |
| YTD | +20.1% | +4.9% | +15.2% | +17.2% |
| 1Y | +45.9% | +0.7% | +45.2% | +43.6% |
| 3Y | +86.2% | +10.2% | +76.0% | +77.5% |
| 5Y | +57.1% | -36.4% | +93.5% | +67.1% |
| 10Y | +382.5% | +66.6% | +315.9% | +318.2% |
| All | +1,508.9% | +1,106.5% | +402.4% | +946.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling