+45.9%
FCX vs CF
+53.7%
-7.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.4% |
| 7D | +4.4% | +5.4% | -1.0% | +5.4% |
| 30D | -16.3% | +6.5% | -22.9% | -15.1% |
| 3M | -12.5% | +4.6% | -17.1% | -11.0% |
| 6M | -8.0% | -3.3% | -4.7% | -7.8% |
| YTD | +20.1% | +63.9% | -43.8% | +12.5% |
| 1Y | +45.9% | +50.4% | -4.5% | +40.9% |
| All | +45.9% | +53.7% | -7.8% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling