+613.6%
FCX vs CIEN
+1,461.9%
-848.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.2% |
| 7D | -1.9% | +5.4% | -7.2% | -3.7% |
| 30D | +3.4% | -13.7% | +17.1% | +8.1% |
| 3M | +15.0% | -23.0% | +38.0% | +23.8% |
| 6M | +14.6% | -0.8% | +15.5% | +9.8% |
| YTD | +41.2% | +43.1% | -1.8% | +16.4% |
| 1Y | +60.4% | +157.6% | -97.3% | +4.9% |
| 3Y | +88.4% | +593.8% | -505.4% | -24.2% |
| 5Y | +115.0% | +520.6% | -405.5% | -13.2% |
| All | +613.6% | +1,461.9% | -848.3% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 10y: compounded portfolio wealth divided by compounded CIEN 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…
10y analysis · Full analysis span regression · 6 months rolling