+60.3%
FCX vs CG
-14.1%
+74.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | -0.3% |
| 7D | -6.0% | +9.4% | -15.5% | -9.0% |
| 30D | -13.6% | +8.7% | -22.3% | -16.2% |
| 3M | -6.8% | -15.0% | +8.2% | -0.5% |
| 6M | +13.2% | -13.2% | +26.4% | +19.0% |
| YTD | +24.4% | -26.2% | +50.6% | +33.8% |
| 1Y | +60.3% | -14.1% | +74.4% | +51.2% |
| All | +60.3% | -14.1% | +74.3% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling