+60.3%
FCX vs CME
+19.8%
+40.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +1.8% |
| 7D | -6.0% | +4.8% | -10.8% | -4.4% |
| 30D | -13.6% | +14.2% | -27.7% | -9.6% |
| 3M | -6.8% | +17.9% | -24.7% | -1.5% |
| 6M | +13.2% | +7.2% | +5.9% | +17.5% |
| YTD | +24.4% | +16.7% | +7.7% | +28.1% |
| 1Y | +60.3% | +19.6% | +40.7% | +65.1% |
| All | +60.3% | +19.8% | +40.5% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling