+74.3%
FCX vs CDW
-21.8%
+96.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | -4.9% | +2.1% | -7.0% | -5.3% |
| 30D | -17.1% | +14.7% | -31.9% | -19.4% |
| 3M | -12.7% | +11.1% | -23.8% | -15.0% |
| 6M | -2.0% | +45.6% | -47.5% | -12.3% |
| YTD | +18.1% | +17.1% | +1.0% | +10.9% |
| 1Y | +55.2% | +13.2% | +42.0% | +48.2% |
| 3Y | +74.3% | -22.2% | +96.5% | +65.1% |
| All | +74.3% | -21.8% | +96.1% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling