+373.5%
FCX vs CF
+479.1%
-105.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -0.3% | +4.8% | -5.1% | -2.5% |
| 30D | -14.7% | +4.7% | -19.4% | -17.2% |
| 3M | -11.2% | +7.4% | -18.6% | -15.4% |
| 6M | -11.4% | +0.6% | -12.0% | -14.1% |
| YTD | +17.7% | +64.1% | -46.4% | -17.6% |
| 1Y | +47.5% | +51.4% | -3.9% | +7.7% |
| 3Y | +83.9% | +67.8% | +16.1% | +19.4% |
| 5Y | +54.0% | +114.1% | -60.2% | -22.4% |
| All | +373.5% | +479.1% | -105.5% | +31.3% |
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