+386.3%
FCX vs CME
+301.9%
+84.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.9% |
| 7D | -2.4% | +1.7% | -4.0% | -3.1% |
| 30D | -18.0% | +10.2% | -28.1% | -21.8% |
| 3M | -14.3% | +17.8% | -32.1% | -21.1% |
| 6M | -1.7% | +11.0% | -12.7% | -8.0% |
| YTD | +19.8% | +17.0% | +2.8% | +8.1% |
| 1Y | +48.6% | +15.8% | +32.8% | +34.6% |
| 3Y | +85.8% | +61.8% | +24.0% | +33.2% |
| 5Y | +72.2% | +72.5% | -0.3% | +17.3% |
| 10Y | +386.3% | +288.0% | +98.3% | +116.4% |
| All | +386.3% | +301.9% | +84.4% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling