+612.2%
FCX vs CMG
+327.5%
+284.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.3% | -2.1% | -0.2% | -1.5% |
| 30D | +2.7% | +10.9% | -8.2% | -1.3% |
| 3M | +7.4% | +15.8% | -8.5% | 0.0% |
| 6M | +16.0% | +6.9% | +9.1% | +11.0% |
| YTD | +40.9% | -2.2% | +43.1% | +39.3% |
| 1Y | +56.4% | -7.1% | +63.5% | +55.7% |
| 3Y | +84.2% | -7.1% | +91.3% | +76.8% |
| 5Y | +114.6% | -4.8% | +119.4% | +96.9% |
| All | +612.2% | +327.5% | +284.7% | +275.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling