+46.1%
FCX vs CEG
+632.0%
-585.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.4% |
| 7D | -2.4% | +1.7% | -4.0% | -2.9% |
| 30D | -18.0% | -10.2% | -7.8% | -15.6% |
| 3M | -14.3% | -0.8% | -13.4% | -14.6% |
| 6M | -1.7% | -11.5% | +9.8% | +0.7% |
| YTD | +19.8% | -23.9% | +43.7% | +26.5% |
| 1Y | +48.6% | -25.4% | +74.0% | +57.3% |
| 3Y | +85.8% | +124.2% | -38.3% | +23.1% |
| All | +46.1% | +632.0% | -585.9% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling