+813.3%
FCX vs CI
+4,348.3%
-3,535.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.6% |
| 7D | -4.9% | -1.6% | -3.3% | -4.4% |
| 30D | -17.1% | +5.4% | -22.5% | -19.0% |
| 3M | -12.7% | +7.3% | -19.9% | -15.5% |
| 6M | -2.0% | +5.3% | -7.3% | -5.2% |
| YTD | +18.1% | +8.5% | +9.6% | +12.2% |
| 1Y | +55.2% | +17.1% | +38.1% | +43.1% |
| 3Y | +74.3% | +1.4% | +72.9% | +61.3% |
| 5Y | +71.9% | +50.5% | +21.4% | +34.4% |
| 10Y | +498.4% | +168.5% | +329.8% | +270.3% |
| All | +813.3% | +4,348.3% | -3,535.0% | +200.2% |
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