+613.6%
FCX vs CDNS
+1,042.5%
-428.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.1% | -6.7% | -6.6% |
| 7D | -1.9% | -6.5% | +4.7% | +1.4% |
| 30D | +3.4% | -13.0% | +16.4% | +10.6% |
| 3M | +15.0% | -26.0% | +41.0% | +33.1% |
| 6M | +14.6% | -2.8% | +17.5% | +14.8% |
| YTD | +41.2% | -8.8% | +50.0% | +44.3% |
| 1Y | +60.4% | -15.8% | +76.2% | +70.9% |
| 3Y | +88.4% | +19.7% | +68.7% | +56.3% |
| 5Y | +115.0% | +70.8% | +44.3% | +39.9% |
| All | +613.6% | +1,042.5% | -428.9% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CDNS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling