+663.9%
FCX vs CCJ
+1,110.5%
-446.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | +3.1% | +4.2% | -1.1% | +1.2% |
| 30D | +8.1% | +3.2% | +4.9% | +6.6% |
| 3M | +18.9% | -1.8% | +20.8% | +19.8% |
| 6M | +26.6% | -13.5% | +40.1% | +34.9% |
| YTD | +51.2% | +9.7% | +41.4% | +45.0% |
| 1Y | +75.6% | +30.0% | +45.6% | +53.0% |
| 3Y | +101.7% | +172.6% | -70.9% | +17.9% |
| 5Y | +134.6% | +342.9% | -208.3% | +3.3% |
| All | +663.9% | +1,110.5% | -446.6% | +130.0% |
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