+84.6%
FCX vs CDE
+797.0%
-712.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.1% | -3.4% | -5.5% |
| 7D | -1.9% | -6.1% | +4.2% | +0.2% |
| 30D | +3.4% | +9.5% | -6.1% | 0.0% |
| 3M | +15.0% | +32.0% | -17.0% | +3.9% |
| 6M | +14.6% | -12.8% | +27.4% | +17.3% |
| YTD | +41.2% | +14.2% | +27.0% | +31.5% |
| 1Y | +60.4% | +36.3% | +24.1% | +39.0% |
| All | +84.6% | +797.0% | -712.5% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling