+66.0%
FCX vs CI
-8.5%
+74.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +5.3% |
| 7D | +5.7% | -2.6% | +8.3% | +5.7% |
| 30D | +10.1% | -2.4% | +12.4% | +10.0% |
| 3M | +20.2% | -4.8% | +24.9% | +20.2% |
| 6M | +29.7% | +2.1% | +27.5% | +29.1% |
| YTD | +51.9% | +1.4% | +50.6% | +52.1% |
| 1Y | +66.0% | -6.8% | +72.7% | +67.1% |
| All | +66.0% | -8.5% | +74.5% | +67.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling