+485.6%
FCX vs CF
+561.7%
-76.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | -4.9% | -3.2% | -1.7% | -3.9% |
| 30D | -17.1% | +4.3% | -21.5% | -19.5% |
| 3M | -12.7% | +2.8% | -15.5% | -15.2% |
| 6M | -2.0% | +0.6% | -2.6% | -5.3% |
| YTD | +18.1% | +56.6% | -38.5% | -15.7% |
| 1Y | +55.2% | +49.6% | +5.6% | +13.4% |
| 3Y | +74.3% | +61.5% | +12.8% | +14.8% |
| 5Y | +71.9% | +124.0% | -52.1% | -17.1% |
| All | +485.6% | +561.7% | -76.1% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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