+59.6%
FCX vs CDE
+54.5%
+5.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.0% |
| 7D | -4.9% | +0.5% | -5.4% | -5.1% |
| 30D | +4.8% | +21.9% | -17.0% | -4.0% |
| 3M | +4.6% | +14.9% | -10.3% | -2.6% |
| 6M | +10.8% | -10.5% | +21.3% | +10.8% |
| YTD | +44.2% | +19.3% | +25.0% | +30.4% |
| 1Y | +59.6% | +50.8% | +8.8% | +16.9% |
| All | +59.6% | +54.5% | +5.0% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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