+47.5%
FCX vs CCL
+10.1%
+37.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -0.3% | -1.2% | +0.9% | +0.2% |
| 30D | -14.7% | +13.1% | -27.9% | -18.3% |
| 3M | -11.2% | +3.4% | -14.5% | -11.9% |
| 6M | -11.4% | +18.7% | -30.1% | -17.1% |
| YTD | +17.7% | -2.3% | +20.0% | +14.0% |
| 1Y | +47.5% | +14.2% | +33.3% | +36.2% |
| All | +47.5% | +10.1% | +37.4% | +36.2% |
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