+858.0%
FCX vs CCL
+351.3%
+506.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.7% | +3.5% |
| 7D | -1.0% | +3.1% | -4.1% | -2.0% |
| 30D | -15.2% | +17.5% | -32.8% | -19.9% |
| 3M | -10.3% | +6.8% | -17.1% | -13.1% |
| 6M | +1.6% | +18.7% | -17.2% | -5.5% |
| YTD | +23.9% | +3.0% | +20.8% | +19.9% |
| 1Y | +58.0% | +17.7% | +40.3% | +45.6% |
| 3Y | +94.6% | +155.6% | -61.0% | +30.8% |
| 5Y | +70.4% | +30.2% | +40.2% | +29.3% |
| 10Y | +430.7% | -28.5% | +459.1% | +305.1% |
| All | +858.0% | +351.3% | +506.8% | +341.3% |
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