+85.5%
FCX vs CG
+42.6%
+42.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | -4.9% | -1.2% | -3.7% | -4.3% |
| 30D | -17.1% | +5.0% | -22.2% | -19.3% |
| 3M | -12.7% | -18.2% | +5.5% | -4.2% |
| 6M | -2.0% | -20.7% | +18.7% | +8.7% |
| YTD | +18.1% | -31.4% | +49.5% | +39.2% |
| 1Y | +55.2% | -22.3% | +77.4% | +70.9% |
| All | +85.5% | +42.6% | +42.9% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling