+430.7%
FCX vs CDW
+325.6%
+105.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.8% | +0.1% | +2.4% |
| 7D | -1.0% | +9.3% | -10.3% | -5.7% |
| 30D | -15.2% | +15.8% | -31.0% | -22.0% |
| 3M | -10.3% | +21.8% | -32.1% | -20.9% |
| 6M | +1.6% | +58.8% | -57.2% | -25.7% |
| YTD | +23.9% | +22.8% | +1.1% | +0.6% |
| 1Y | +58.0% | +17.9% | +40.1% | +31.8% |
| 3Y | +94.6% | -17.4% | +112.0% | +95.3% |
| 5Y | +70.4% | -5.7% | +76.1% | +51.5% |
| 10Y | +430.7% | +319.5% | +111.2% | +165.4% |
| All | +430.7% | +325.6% | +105.0% | +165.4% |
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