+59.6%
FCX vs CMG
-11.4%
+71.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.5% |
| 7D | -4.9% | -2.8% | -2.1% | -4.3% |
| 30D | +4.8% | +7.1% | -2.3% | +3.5% |
| 3M | +4.6% | +31.2% | -26.5% | -1.8% |
| 6M | +10.8% | +0.7% | +10.1% | +11.0% |
| YTD | +44.2% | -0.1% | +44.3% | +44.8% |
| 1Y | +59.6% | -10.7% | +70.3% | +57.7% |
| All | +59.6% | -11.4% | +71.0% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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