+60.3%
FCX vs CMG
+12.0%
+48.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +0.4% |
| 7D | -6.0% | +22.5% | -28.5% | -9.1% |
| 30D | -13.6% | +14.1% | -27.7% | -15.5% |
| 3M | -6.8% | +4.1% | -10.9% | -7.2% |
| 6M | +13.2% | +10.1% | +3.1% | +10.0% |
| YTD | +24.4% | -4.9% | +29.3% | +28.3% |
| 1Y | +60.3% | +10.9% | +49.4% | +56.3% |
| All | +60.3% | +12.0% | +48.3% | +56.3% |
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