+373.5%
FCX vs CCJ
+765.4%
-391.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.3% |
| 7D | -0.3% | -0.8% | +0.5% | +0.1% |
| 30D | -14.7% | -13.2% | -1.5% | -9.1% |
| 3M | -11.2% | -27.6% | +16.5% | +2.5% |
| 6M | -11.4% | -38.7% | +27.3% | +10.2% |
| YTD | +17.7% | -22.7% | +40.4% | +32.0% |
| 1Y | +47.5% | -17.6% | +65.1% | +60.4% |
| 3Y | +83.9% | +62.7% | +21.2% | +35.9% |
| 5Y | +54.0% | +159.7% | -105.8% | -13.6% |
| All | +373.5% | +765.4% | -391.8% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling