+724.2%
FCX vs CG
+324.5%
+399.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +1.9% |
| 7D | +3.1% | -6.4% | +9.5% | +7.1% |
| 30D | +8.1% | -7.1% | +15.2% | +12.2% |
| 3M | +18.9% | -1.6% | +20.5% | +19.1% |
| 6M | +26.6% | -8.3% | +34.9% | +31.6% |
| YTD | +51.2% | -23.8% | +75.0% | +72.9% |
| 1Y | +75.6% | -28.7% | +104.3% | +108.9% |
| 3Y | +101.7% | +49.2% | +52.6% | +42.9% |
| 5Y | +134.6% | +5.5% | +129.1% | +95.1% |
| 10Y | +724.2% | +331.2% | +392.9% | +193.2% |
| All | +724.2% | +324.5% | +399.7% | +193.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling