+83.9%
FCX vs CFG
+191.5%
-107.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -0.3% | +3.2% | -3.5% | -1.9% |
| 30D | -14.7% | +5.1% | -19.9% | -16.8% |
| 3M | -11.2% | -11.2% | +0.1% | -5.7% |
| 6M | -11.4% | +9.6% | -20.9% | -16.5% |
| YTD | +17.7% | +15.0% | +2.8% | +7.6% |
| 1Y | +47.5% | +29.9% | +17.6% | +26.4% |
| 3Y | +83.9% | +192.1% | -108.2% | -4.0% |
| All | +83.9% | +191.5% | -107.6% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling