+74.3%
FCX vs CEG
+114.1%
-39.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +1.6% |
| 7D | -4.9% | -4.7% | -0.1% | -3.9% |
| 30D | -17.1% | -16.6% | -0.6% | -13.6% |
| 3M | -12.7% | -4.1% | -8.5% | -12.2% |
| 6M | -2.0% | -22.3% | +20.4% | +3.0% |
| YTD | +18.1% | -28.9% | +47.0% | +25.3% |
| 1Y | +55.2% | -28.5% | +83.6% | +64.0% |
| 3Y | +74.3% | +104.3% | -30.0% | +49.8% |
| All | +74.3% | +114.1% | -39.8% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling