+386.3%
FCX vs CCL
-28.6%
+414.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -2.4% | +5.8% | -8.2% | -4.2% |
| 30D | -18.0% | +17.3% | -35.2% | -22.4% |
| 3M | -14.3% | +11.3% | -25.6% | -18.0% |
| 6M | -1.7% | +18.5% | -20.2% | -8.4% |
| YTD | +19.8% | +2.8% | +17.1% | +16.2% |
| 1Y | +48.6% | +16.7% | +31.9% | +37.4% |
| 3Y | +85.8% | +146.0% | -60.2% | +27.1% |
| 5Y | +72.2% | +33.6% | +38.6% | +30.7% |
| 10Y | +386.3% | -29.4% | +415.7% | +324.7% |
| All | +386.3% | -28.6% | +414.9% | +324.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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