+48.6%
FCX vs CCL
+15.9%
+32.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -22.5% |
| 3M | -14.3% | +11.3% | -25.6% | -17.4% |
| 6M | -1.7% | +18.5% | -20.2% | -8.1% |
| YTD | +19.8% | +2.8% | +17.1% | +14.1% |
| 1Y | +48.6% | +16.7% | +31.9% | +34.8% |
| All | +48.6% | +15.9% | +32.8% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling