+75.6%
FCX vs CCJ
+29.0%
+46.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | +3.1% | +4.2% | -1.1% | +0.9% |
| 30D | +8.1% | +3.2% | +4.9% | +6.3% |
| 3M | +18.9% | -1.8% | +20.8% | +19.3% |
| 6M | +26.6% | -13.5% | +40.1% | +34.2% |
| YTD | +51.2% | +9.7% | +41.4% | +52.1% |
| 1Y | +75.6% | +30.0% | +45.6% | +65.0% |
| All | +75.6% | +29.0% | +46.5% | +65.0% |
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 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