+60.3%
FCX vs CCJ
-26.2%
+86.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +2.1% |
| 7D | -6.0% | -14.5% | +8.5% | +3.6% |
| 30D | -13.6% | -18.1% | +4.5% | -2.5% |
| 3M | -6.8% | -23.0% | +16.2% | +9.2% |
| 6M | +13.2% | -39.4% | +52.6% | +52.3% |
| YTD | +24.4% | -21.7% | +46.1% | +50.8% |
| 1Y | +60.3% | -25.9% | +86.2% | +100.4% |
| All | +60.3% | -26.2% | +86.5% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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