+75.6%
FCX vs CG
-29.3%
+104.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +1.2% |
| 7D | +3.1% | -6.4% | +9.5% | +6.0% |
| 30D | +8.1% | -7.1% | +15.2% | +11.2% |
| 3M | +18.9% | -1.6% | +20.5% | +18.7% |
| 6M | +26.6% | -8.3% | +34.9% | +30.6% |
| YTD | +51.2% | -23.8% | +75.0% | +65.9% |
| 1Y | +75.6% | -28.7% | +104.3% | +102.9% |
| All | +75.6% | -29.3% | +104.9% | +102.9% |
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