+164.3%
FCX vs CDW
+933.5%
-769.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.1% |
| 7D | -4.9% | +2.1% | -7.0% | -6.3% |
| 30D | -17.1% | +14.7% | -31.9% | -23.5% |
| 3M | -12.7% | +11.1% | -23.8% | -19.4% |
| 6M | -2.0% | +45.6% | -47.5% | -25.0% |
| YTD | +18.1% | +17.1% | +1.0% | -1.8% |
| 1Y | +55.2% | +13.2% | +42.0% | +31.7% |
| 3Y | +74.3% | -22.2% | +96.5% | +79.9% |
| 5Y | +71.9% | -10.1% | +82.0% | +57.2% |
| 10Y | +498.4% | +307.0% | +191.4% | +122.9% |
| All | +164.3% | +933.5% | -769.2% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling