+48.6%
FCX vs CME
+16.9%
+31.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -2.7% |
| 7D | -2.4% | +1.7% | -4.0% | -1.8% |
| 30D | -18.0% | +10.2% | -28.1% | -15.0% |
| 3M | -14.3% | +17.8% | -32.1% | -9.4% |
| 6M | -1.7% | +11.0% | -12.7% | +2.7% |
| YTD | +19.8% | +17.0% | +2.8% | +23.2% |
| 1Y | +48.6% | +15.8% | +32.8% | +50.7% |
| All | +48.6% | +16.9% | +31.8% | +50.7% |
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