+663.9%
FCX vs CDNS
+1,041.1%
-377.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +3.1% | -7.2% | +10.3% | +6.9% |
| 30D | +8.1% | -14.3% | +22.4% | +16.5% |
| 3M | +18.9% | -27.2% | +46.1% | +38.8% |
| 6M | +26.6% | -4.5% | +31.1% | +27.9% |
| YTD | +51.2% | -9.0% | +60.1% | +54.6% |
| 1Y | +75.6% | -21.3% | +96.9% | +93.3% |
| 3Y | +101.7% | +19.6% | +82.1% | +67.4% |
| 5Y | +134.6% | +71.5% | +63.1% | +52.2% |
| All | +663.9% | +1,041.1% | -377.2% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling