+613.6%
FCX vs CCJ
+1,074.4%
-460.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.0% | -3.6% | -5.3% |
| 7D | -1.9% | -3.2% | +1.3% | -0.4% |
| 30D | +3.4% | -1.3% | +4.7% | +4.0% |
| 3M | +15.0% | +2.5% | +12.5% | +13.8% |
| 6M | +14.6% | -18.9% | +33.5% | +25.7% |
| YTD | +41.2% | +6.5% | +34.7% | +37.4% |
| 1Y | +60.4% | +22.8% | +37.5% | +43.4% |
| 3Y | +88.4% | +164.5% | -76.1% | +11.7% |
| 5Y | +115.0% | +303.7% | -188.7% | -1.1% |
| All | +613.6% | +1,074.4% | -460.8% | +117.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling