+660.4%
FCX vs CDW
+282.8%
+377.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.8% |
| 7D | -4.9% | +3.2% | -8.0% | -6.6% |
| 30D | +4.8% | +9.3% | -4.5% | -0.8% |
| 3M | +4.6% | +9.8% | -5.2% | -3.1% |
| 6M | +10.8% | +23.3% | -12.5% | -8.2% |
| YTD | +44.2% | +13.7% | +30.6% | +23.8% |
| 1Y | +59.6% | -6.5% | +66.0% | +55.1% |
| 3Y | +82.2% | -25.2% | +107.5% | +96.4% |
| 5Y | +115.6% | -19.5% | +135.1% | +114.4% |
| All | +660.4% | +282.8% | +377.6% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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