+55.4%
FCX vs CDW
-4.0%
+59.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -0.3% | +9.3% | -9.6% | -3.2% |
| 30D | -14.7% | +14.4% | -29.1% | -18.7% |
| 3M | -11.2% | +21.4% | -32.6% | -17.8% |
| 6M | -11.4% | +72.8% | -84.2% | -30.7% |
| YTD | +17.7% | +28.0% | -10.3% | +1.7% |
| 1Y | +47.5% | +19.3% | +28.1% | +32.6% |
| 3Y | +83.9% | -15.3% | +99.2% | +89.0% |
| All | +55.4% | -4.0% | +59.3% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling