+102.7%
FCX vs CEG
+181.7%
-78.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +5.7% | +6.7% | -1.0% | +4.1% |
| 30D | +10.1% | +11.0% | -0.9% | +7.3% |
| 3M | +20.2% | +19.5% | +0.7% | +15.1% |
| 6M | +29.7% | -5.9% | +35.5% | +30.1% |
| YTD | +51.9% | -15.0% | +66.9% | +55.2% |
| 1Y | +66.0% | +0.6% | +65.3% | +62.8% |
| 3Y | +102.7% | +180.6% | -77.9% | +46.9% |
| All | +102.7% | +181.7% | -78.9% | +46.9% |
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