+107.0%
FCX vs CFG
+347.0%
-240.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.2% |
| 7D | -4.9% | -0.9% | -4.0% | -4.3% |
| 30D | -17.1% | +1.1% | -18.2% | -17.7% |
| 3M | -12.7% | -12.0% | -0.7% | -5.6% |
| 6M | -2.0% | -2.2% | +0.3% | -1.7% |
| YTD | +18.1% | +11.4% | +6.7% | +8.5% |
| 1Y | +55.2% | +27.8% | +27.3% | +30.4% |
| 3Y | +74.3% | +173.3% | -99.0% | -15.2% |
| 5Y | +71.9% | +62.4% | +9.5% | +13.0% |
| 10Y | +498.4% | +249.6% | +248.8% | +97.1% |
| All | +107.0% | +347.0% | -240.0% | -41.3% |
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 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