+854.8%
FCX vs CCL
+349.4%
+505.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -0.8% | -1.5% | +0.8% | -0.1% |
| 30D | -15.1% | +16.5% | -31.5% | -19.5% |
| 3M | -9.6% | +11.2% | -20.8% | -13.6% |
| 6M | -3.1% | +22.6% | -25.6% | -10.7% |
| YTD | +23.4% | +2.6% | +20.9% | +19.7% |
| 1Y | +52.7% | +17.0% | +35.7% | +41.0% |
| 3Y | +91.4% | +145.5% | -54.2% | +30.5% |
| 5Y | +62.7% | +36.1% | +26.6% | +21.7% |
| 10Y | +395.9% | -29.4% | +425.3% | +280.3% |
| All | +854.8% | +349.4% | +505.4% | +340.5% |
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