+102.7%
FCX vs CDNS
+17.7%
+85.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.9% | +8.3% | +6.5% |
| 7D | +5.7% | -9.2% | +15.0% | +9.8% |
| 30D | +10.1% | -16.3% | +26.3% | +18.0% |
| 3M | +20.2% | -27.9% | +48.1% | +36.8% |
| 6M | +29.7% | -4.3% | +34.0% | +31.6% |
| YTD | +51.9% | -9.1% | +61.0% | +56.1% |
| 1Y | +66.0% | -21.2% | +87.2% | +80.9% |
| 3Y | +102.7% | +19.4% | +83.4% | +75.3% |
| All | +102.7% | +17.7% | +85.1% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling