+60.3%
FCX vs CEG
-33.0%
+93.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.7% | +8.1% | +3.4% |
| 7D | -6.0% | -4.8% | -1.2% | -4.8% |
| 30D | -13.6% | -8.2% | -5.4% | -11.7% |
| 3M | -6.8% | -7.9% | +1.1% | -4.9% |
| 6M | +13.2% | -23.2% | +36.4% | +20.0% |
| YTD | +24.4% | -30.1% | +54.5% | +33.4% |
| 1Y | +60.3% | -31.9% | +92.2% | +72.3% |
| All | +60.3% | -33.0% | +93.3% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling