+55.4%
FCX vs CDNS
+76.7%
-21.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -0.6% |
| 7D | -0.3% | +1.0% | -1.3% | -0.7% |
| 30D | -14.7% | -2.0% | -12.8% | -13.9% |
| 3M | -11.2% | -0.2% | -10.9% | -11.5% |
| 6M | -11.4% | -8.9% | -2.5% | -8.3% |
| YTD | +17.7% | +3.3% | +14.4% | +13.5% |
| 1Y | +47.5% | +2.2% | +45.3% | +42.9% |
| 3Y | +83.9% | +22.4% | +61.5% | +53.8% |
| All | +55.4% | +76.7% | -21.4% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling