+701.1%
FCX vs CI
+142.6%
+558.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.2% | +6.1% |
| 7D | +5.7% | -2.0% | +7.7% | +6.5% |
| 30D | +10.1% | -1.8% | +11.9% | +10.6% |
| 3M | +20.2% | -4.2% | +24.4% | +21.5% |
| 6M | +29.7% | +2.7% | +27.0% | +26.1% |
| YTD | +51.9% | +1.9% | +50.0% | +47.9% |
| 1Y | +66.0% | -6.3% | +72.2% | +65.0% |
| 3Y | +102.7% | +3.9% | +98.9% | +79.9% |
| 5Y | +138.9% | +41.9% | +97.0% | +71.7% |
| 10Y | +701.1% | +140.4% | +560.7% | +329.7% |
| All | +701.1% | +142.6% | +558.5% | +329.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling