+55.4%
FCX vs CI
+49.5%
+5.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | -14.7% | +2.6% | -17.3% | -15.2% |
| 3M | -11.2% | +7.4% | -18.6% | -12.5% |
| 6M | -11.4% | -0.1% | -11.3% | -11.7% |
| YTD | +17.7% | +9.7% | +8.0% | +14.8% |
| 1Y | +47.5% | +12.1% | +35.4% | +43.1% |
| 3Y | +83.9% | +7.0% | +76.9% | +73.5% |
| All | +55.4% | +49.5% | +5.8% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling