+724.2%
FCX vs CME
+280.6%
+443.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +3.1% | -0.6% | +3.8% | +3.4% |
| 30D | +8.1% | +4.7% | +3.4% | +5.5% |
| 3M | +18.9% | +7.8% | +11.1% | +13.7% |
| 6M | +26.6% | -11.0% | +37.6% | +31.8% |
| YTD | +51.2% | +4.0% | +47.1% | +44.4% |
| 1Y | +75.6% | +9.1% | +66.4% | +62.4% |
| 3Y | +101.7% | +52.3% | +49.4% | +46.8% |
| 5Y | +134.6% | +76.1% | +58.5% | +53.8% |
| 10Y | +724.2% | +280.6% | +443.6% | +210.2% |
| All | +724.2% | +280.6% | +443.5% | +210.2% |
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