+612.2%
FCX vs CDE
+61.6%
+550.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.6% |
| 7D | -2.3% | -3.1% | +0.8% | -1.4% |
| 30D | +2.7% | +9.5% | -6.8% | -0.3% |
| 3M | +7.4% | +25.5% | -18.1% | -0.4% |
| 6M | +16.0% | -7.9% | +23.9% | +17.4% |
| YTD | +40.9% | +15.6% | +25.4% | +31.8% |
| 1Y | +56.4% | +34.0% | +22.4% | +37.9% |
| 3Y | +84.2% | +791.9% | -707.7% | -13.4% |
| 5Y | +114.6% | +197.7% | -83.1% | +26.9% |
| All | +612.2% | +61.6% | +550.6% | +322.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling