+75.6%
FCX vs CEG
-1.7%
+77.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | +3.1% | +1.3% | +1.8% | +2.7% |
| 30D | +8.1% | +8.8% | -0.7% | +5.2% |
| 3M | +18.9% | +17.0% | +2.0% | +13.1% |
| 6M | +26.6% | -8.7% | +35.3% | +27.4% |
| YTD | +51.2% | -16.4% | +67.6% | +54.0% |
| 1Y | +75.6% | -1.8% | +77.3% | +72.4% |
| All | +75.6% | -1.7% | +77.2% | +72.4% |
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 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