+115.0%
FCX vs CME
+76.3%
+38.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.6% |
| 7D | -1.9% | -2.4% | +0.5% | -1.5% |
| 30D | +3.4% | +6.2% | -2.8% | +2.3% |
| 3M | +15.0% | +4.4% | +10.6% | +14.1% |
| 6M | +14.6% | -9.6% | +24.3% | +17.1% |
| YTD | +41.2% | +3.8% | +37.4% | +38.5% |
| 1Y | +60.4% | +9.5% | +50.8% | +54.3% |
| 3Y | +88.4% | +51.9% | +36.5% | +50.8% |
| 5Y | +115.0% | +78.7% | +36.3% | +36.6% |
| All | +115.0% | +76.3% | +38.8% | +36.6% |
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