+1,015.5%
FCX vs CCL
+242.6%
+772.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.9% | -5.0% | +0.2% | -3.1% |
| 30D | +4.8% | -20.3% | +25.2% | +13.2% |
| 3M | +4.6% | -15.1% | +19.8% | +10.4% |
| 6M | +10.8% | -15.1% | +25.9% | +16.4% |
| YTD | +44.2% | -21.8% | +66.0% | +54.7% |
| 1Y | +59.6% | -24.8% | +84.4% | +72.3% |
| 3Y | +82.2% | +51.9% | +30.4% | +47.0% |
| 5Y | +115.6% | +4.0% | +111.6% | +77.3% |
| 10Y | +670.6% | -42.2% | +712.8% | +537.0% |
| All | +1,015.5% | +242.6% | +772.9% | +469.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling