+60.4%
FCX vs CDNS
-18.2%
+78.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.1% | -6.7% | -6.6% |
| 7D | -1.9% | -6.5% | +4.7% | +0.8% |
| 30D | +3.4% | -13.0% | +16.4% | +9.4% |
| 3M | +15.0% | -26.0% | +41.0% | +30.1% |
| 6M | +14.6% | -2.8% | +17.5% | +17.4% |
| YTD | +41.2% | -8.8% | +50.0% | +47.6% |
| 1Y | +60.4% | -15.8% | +76.2% | +76.5% |
| All | +60.4% | -18.2% | +78.6% | +76.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling