+334.3%
FCX vs CF
+5,277.9%
-4,943.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +6.2% | -13.7% | -11.0% |
| 7D | -12.5% | +0.4% | -12.9% | -13.4% |
| 30D | -20.0% | +2.2% | -22.2% | -21.9% |
| 3M | -16.4% | +2.1% | -18.5% | -19.0% |
| 6M | +0.8% | -6.5% | +7.4% | +0.5% |
| YTD | +15.1% | +55.6% | -40.5% | -20.3% |
| 1Y | +45.3% | +42.3% | +3.0% | +5.9% |
| 3Y | +70.9% | +55.7% | +15.2% | +11.0% |
| 5Y | +67.5% | +122.4% | -54.9% | -20.5% |
| 10Y | +483.0% | +568.5% | -85.5% | +28.7% |
| All | +334.3% | +5,277.9% | -4,943.6% | -63.8% |
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