+701.1%
FCX vs CFG
+313.6%
+387.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.5% | +6.0% |
| 7D | +5.7% | +2.7% | +3.0% | +3.9% |
| 30D | +10.1% | -3.7% | +13.7% | +12.4% |
| 3M | +20.2% | +9.5% | +10.7% | +12.8% |
| 6M | +29.7% | +22.2% | +7.4% | +13.6% |
| YTD | +51.9% | +22.3% | +29.6% | +32.3% |
| 1Y | +66.0% | +39.4% | +26.5% | +32.5% |
| 3Y | +102.7% | +188.5% | -85.7% | -2.7% |
| 5Y | +138.9% | +101.5% | +37.3% | +38.4% |
| 10Y | +701.1% | +308.6% | +392.4% | +145.3% |
| All | +701.1% | +313.6% | +387.5% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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