+1,622.9%
FCX vs CME
+7,469.3%
-5,846.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -4.9% | -1.6% | -3.3% | -4.2% |
| 30D | +4.8% | +6.2% | -1.4% | +1.6% |
| 3M | +4.6% | +10.4% | -5.8% | -1.3% |
| 6M | +10.8% | -9.5% | +20.4% | +14.0% |
| YTD | +44.2% | +6.0% | +38.2% | +36.8% |
| 1Y | +59.6% | +9.3% | +50.3% | +48.2% |
| 3Y | +82.2% | +57.7% | +24.6% | +36.1% |
| 5Y | +115.6% | +77.7% | +37.9% | +50.6% |
| 10Y | +670.6% | +281.2% | +389.3% | +261.3% |
| All | +1,622.9% | +7,469.3% | -5,846.4% | +303.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling