+612.2%
FCX vs CMCSA
+7.4%
+604.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.3% | -4.9% | +2.6% | -0.1% |
| 30D | +2.7% | -1.1% | +3.7% | +2.8% |
| 3M | +7.4% | +6.6% | +0.8% | +2.5% |
| 6M | +16.0% | -15.5% | +31.5% | +22.5% |
| YTD | +40.9% | -6.7% | +47.6% | +40.0% |
| 1Y | +56.4% | -15.6% | +72.0% | +63.5% |
| 3Y | +84.2% | -33.7% | +117.9% | +114.9% |
| 5Y | +114.6% | -46.6% | +161.3% | +180.5% |
| All | +612.2% | +7.4% | +604.8% | +452.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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