+61.5%
FCX vs CFG
+61.2%
+0.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.1% |
| 7D | -4.9% | -0.9% | -4.0% | -4.3% |
| 30D | -17.1% | +1.1% | -18.2% | -17.6% |
| 3M | -12.7% | -12.0% | -0.7% | -6.7% |
| 6M | -2.0% | -2.2% | +0.3% | -1.8% |
| YTD | +18.1% | +11.4% | +6.7% | +9.9% |
| 1Y | +55.2% | +27.8% | +27.3% | +34.0% |
| 3Y | +74.3% | +173.3% | -99.0% | -4.6% |
| All | +61.5% | +61.2% | +0.3% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling