+990.0%
FCX vs CGNX
+1,501.9%
-511.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.3% |
| 7D | -2.3% | +3.2% | -5.4% | -3.1% |
| 30D | +2.7% | +6.0% | -3.3% | +0.8% |
| 3M | +7.4% | +3.5% | +3.8% | +5.9% |
| 6M | +16.0% | +26.3% | -10.3% | +8.7% |
| YTD | +40.9% | +79.2% | -38.3% | +17.1% |
| 1Y | +56.4% | +43.8% | +12.6% | +37.3% |
| 3Y | +84.2% | +52.0% | +32.3% | +55.5% |
| 5Y | +114.6% | -24.0% | +138.7% | +114.2% |
| 10Y | +668.4% | +189.1% | +479.3% | +461.0% |
| All | +990.0% | +1,501.9% | -511.9% | +370.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 all: compounded portfolio wealth divided by compounded CGNX 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…
all analysis · Full analysis span regression · 6 months rolling