+61.5%
FCX vs CME
+69.3%
-7.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.7% |
| 7D | -4.9% | +0.9% | -5.8% | -5.0% |
| 30D | -17.1% | +13.2% | -30.3% | -18.3% |
| 3M | -12.7% | +16.3% | -28.9% | -14.4% |
| 6M | -2.0% | +7.1% | -9.1% | -2.5% |
| YTD | +18.1% | +15.8% | +2.3% | +14.5% |
| 1Y | +55.2% | +17.1% | +38.1% | +49.9% |
| 3Y | +74.3% | +63.2% | +11.2% | +42.8% |
| All | +61.5% | +69.3% | -7.9% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling