+396.6%
FCX vs CCJ
+809.3%
-412.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.1% |
| 7D | -0.8% | +3.7% | -4.4% | -2.2% |
| 30D | -15.1% | -13.7% | -1.4% | -9.2% |
| 3M | -9.6% | -24.7% | +15.1% | +2.5% |
| 6M | -3.1% | -38.1% | +35.1% | +19.9% |
| YTD | +23.4% | -18.8% | +42.2% | +35.3% |
| 1Y | +52.7% | -19.5% | +72.2% | +67.4% |
| 3Y | +91.4% | +75.9% | +15.5% | +36.4% |
| 5Y | +62.7% | +173.1% | -110.4% | -10.8% |
| All | +396.6% | +809.3% | -412.7% | +36.0% |
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