+1,069.2%
FCX vs CDE
-88.1%
+1,157.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -1.0% |
| 7D | +3.1% | -2.0% | +5.1% | +3.6% |
| 30D | +8.1% | +15.7% | -7.6% | +3.3% |
| 3M | +18.9% | +30.5% | -11.6% | +9.2% |
| 6M | +26.6% | -7.4% | +34.0% | +28.0% |
| YTD | +51.2% | +17.9% | +33.2% | +40.7% |
| 1Y | +75.6% | +46.7% | +28.8% | +50.7% |
| 3Y | +101.7% | +851.3% | -749.6% | -8.2% |
| 5Y | +134.6% | +202.9% | -68.3% | +38.4% |
| 10Y | +724.2% | +58.2% | +666.0% | +353.2% |
| All | +1,069.2% | -88.1% | +1,157.3% | +459.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling