+222.8%
FCX vs CDW
+903.1%
-680.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.8% |
| 7D | -4.9% | +3.2% | -8.0% | -6.6% |
| 30D | +4.8% | +9.3% | -4.5% | -0.8% |
| 3M | +4.6% | +9.8% | -5.2% | -3.0% |
| 6M | +10.8% | +23.3% | -12.5% | -8.0% |
| YTD | +44.2% | +13.7% | +30.6% | +23.9% |
| 1Y | +59.6% | -6.5% | +66.0% | +54.6% |
| 3Y | +82.2% | -25.2% | +107.5% | +95.6% |
| 5Y | +115.6% | -19.5% | +135.1% | +114.9% |
| 10Y | +670.6% | +285.8% | +384.7% | +201.2% |
| All | +222.8% | +903.1% | -680.3% | +9.6% |
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 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