+138.9%
FCX vs CG
+9.5%
+129.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +6.5% |
| 7D | +5.7% | -1.3% | +7.0% | +6.3% |
| 30D | +10.1% | -3.2% | +13.2% | +11.4% |
| 3M | +20.2% | +6.2% | +14.0% | +15.6% |
| 6M | +29.7% | -4.7% | +34.3% | +31.7% |
| YTD | +51.9% | -20.6% | +72.6% | +67.7% |
| 1Y | +66.0% | -26.4% | +92.3% | +90.8% |
| 3Y | +102.7% | +55.4% | +47.4% | +48.0% |
| 5Y | +138.9% | +9.8% | +129.0% | +92.9% |
| All | +138.9% | +9.5% | +129.4% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling