+43.5%
FCX vs CEG
+666.0%
-622.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -0.3% | +12.1% | -12.4% | -3.5% |
| 30D | -14.7% | +0.2% | -15.0% | -15.0% |
| 3M | -11.2% | +0.7% | -11.9% | -11.9% |
| 6M | -11.4% | +2.2% | -13.6% | -12.7% |
| YTD | +17.7% | -20.3% | +38.1% | +22.6% |
| 1Y | +47.5% | -16.1% | +63.6% | +51.0% |
| 3Y | +83.9% | +134.7% | -50.8% | +20.2% |
| All | +43.5% | +666.0% | -622.5% | -30.4% |
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