+85.8%
FCX vs CCJ
+73.2%
+12.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -1.8% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -18.0% | -17.2% | -0.7% | -11.0% |
| 3M | -14.3% | -25.1% | +10.8% | -3.1% |
| 6M | -1.7% | -37.6% | +35.9% | +19.5% |
| YTD | +19.8% | -20.4% | +40.2% | +34.2% |
| 1Y | +48.6% | -22.5% | +71.2% | +67.5% |
| 3Y | +85.8% | +72.5% | +13.4% | +52.9% |
| All | +85.8% | +73.2% | +12.6% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling