+90.2%
FCX vs CG
+60.2%
+30.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +1.1% |
| 7D | -4.9% | -4.3% | -0.5% | -2.7% |
| 30D | +4.8% | -5.1% | +9.9% | +7.2% |
| 3M | +4.6% | +8.7% | -4.1% | -0.3% |
| 6M | +10.8% | -9.2% | +20.1% | +15.5% |
| YTD | +44.2% | -18.9% | +63.1% | +57.0% |
| 1Y | +59.6% | -25.6% | +85.2% | +82.0% |
| All | +90.2% | +60.2% | +30.0% | +33.9% |
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 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