+288.2%
FCX vs CMG
+4,006.7%
-3,718.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +5.7% | -1.5% | +7.2% | +6.3% |
| 30D | +10.1% | +12.7% | -2.7% | +5.0% |
| 3M | +20.2% | +26.3% | -6.1% | +8.2% |
| 6M | +29.7% | +4.5% | +25.2% | +25.1% |
| YTD | +51.9% | -0.1% | +52.0% | +48.9% |
| 1Y | +66.0% | -6.8% | +72.8% | +64.9% |
| 3Y | +102.7% | -5.0% | +107.7% | +94.1% |
| 5Y | +138.9% | -3.0% | +141.9% | +120.7% |
| 10Y | +701.1% | +323.6% | +377.5% | +285.3% |
| All | +288.2% | +4,006.7% | -3,718.5% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling