+444.4%
FCX vs CF
+5,948.3%
-5,503.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +2.1% |
| 7D | -4.9% | +6.0% | -10.9% | -8.3% |
| 30D | +4.8% | +14.8% | -10.0% | -3.7% |
| 3M | +4.6% | +14.1% | -9.4% | -4.5% |
| 6M | +10.8% | +28.5% | -17.7% | -11.8% |
| YTD | +44.2% | +74.9% | -30.7% | -5.2% |
| 1Y | +59.6% | +61.7% | -2.1% | +8.4% |
| 3Y | +82.2% | +80.3% | +1.9% | +9.6% |
| 5Y | +115.6% | +226.0% | -110.3% | -18.3% |
| 10Y | +670.6% | +569.9% | +100.7% | +72.3% |
| All | +444.4% | +5,948.3% | -5,503.9% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling