+396.6%
FCX vs CDW
+316.1%
+80.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +1.9% |
| 7D | -0.8% | +2.6% | -3.3% | -2.0% |
| 30D | -15.1% | +20.4% | -35.5% | -23.4% |
| 3M | -9.6% | +28.5% | -38.1% | -22.6% |
| 6M | -3.1% | +70.6% | -73.7% | -31.8% |
| YTD | +23.4% | +29.1% | -5.6% | -2.4% |
| 1Y | +52.7% | +23.8% | +28.9% | +24.0% |
| 3Y | +91.4% | -14.5% | +105.9% | +89.1% |
| 5Y | +62.7% | -1.6% | +64.3% | +41.6% |
| All | +396.6% | +316.1% | +80.5% | +120.0% |
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