+430.7%
FCX vs CFG
+248.3%
+182.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +3.1% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -15.2% | +3.2% | -18.5% | -16.8% |
| 3M | -10.3% | -9.7% | -0.6% | -4.8% |
| 6M | +1.6% | +3.6% | -2.1% | -1.8% |
| YTD | +23.9% | +14.7% | +9.2% | +12.2% |
| 1Y | +58.0% | +29.6% | +28.5% | +32.6% |
| 3Y | +94.6% | +190.6% | -96.0% | -6.4% |
| 5Y | +70.4% | +67.1% | +3.3% | +12.1% |
| 10Y | +430.7% | +237.0% | +193.6% | +133.2% |
| All | +430.7% | +248.3% | +182.4% | +133.2% |
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