+152.8%
FCX vs CFG
+396.4%
-243.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.9% | +1.5% | -6.4% | -5.8% |
| 30D | +4.8% | -3.8% | +8.6% | +7.3% |
| 3M | +4.6% | +11.5% | -6.9% | -3.2% |
| 6M | +10.8% | +19.2% | -8.4% | -1.6% |
| YTD | +44.2% | +23.7% | +20.5% | +24.2% |
| 1Y | +59.6% | +38.8% | +20.7% | +26.8% |
| 3Y | +82.2% | +178.9% | -96.7% | -12.7% |
| 5Y | +115.6% | +101.8% | +13.8% | +22.4% |
| 10Y | +670.6% | +317.3% | +353.3% | +123.8% |
| All | +152.8% | +396.4% | -243.6% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling