+90.2%
FCX vs CFG
+189.1%
-98.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.9% | +1.5% | -6.4% | -5.6% |
| 30D | +4.8% | -3.8% | +8.6% | +6.8% |
| 3M | +4.6% | +11.5% | -6.9% | -1.9% |
| 6M | +10.8% | +19.2% | -8.4% | +0.3% |
| YTD | +44.2% | +23.7% | +20.5% | +27.3% |
| 1Y | +59.6% | +38.8% | +20.7% | +32.1% |
| All | +90.2% | +189.1% | -98.9% | +3.0% |
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