+1,015.5%
FCX vs CI
+4,156.9%
-3,141.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -4.9% | +1.3% | -6.2% | -5.4% |
| 30D | +4.8% | +4.4% | +0.4% | +3.0% |
| 3M | +4.6% | +0.7% | +4.0% | +3.6% |
| 6M | +10.8% | +0.3% | +10.5% | +9.3% |
| YTD | +44.2% | +3.8% | +40.4% | +40.1% |
| 1Y | +59.6% | -5.5% | +65.1% | +58.4% |
| 3Y | +82.2% | +8.1% | +74.1% | +64.8% |
| 5Y | +115.6% | +42.8% | +72.8% | +72.8% |
| 10Y | +670.6% | +143.9% | +526.7% | +396.1% |
| All | +1,015.5% | +4,156.9% | -3,141.5% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling