+102.7%
FCX vs CCL
+55.0%
+47.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.7% | +5.8% |
| 7D | +5.7% | -0.1% | +5.9% | +5.8% |
| 30D | +10.1% | -20.0% | +30.0% | +18.8% |
| 3M | +20.2% | -13.7% | +33.8% | +26.1% |
| 6M | +29.7% | -9.0% | +38.7% | +32.9% |
| YTD | +51.9% | -22.8% | +74.7% | +63.0% |
| 1Y | +66.0% | -25.3% | +91.3% | +78.8% |
| 3Y | +102.7% | +54.1% | +48.7% | +61.7% |
| All | +102.7% | +55.0% | +47.8% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling