+60.3%
FCX vs CMI
+10.9%
+49.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.8% | +7.1% | +5.1% |
| 7D | -6.0% | -11.2% | +5.2% | +1.6% |
| 30D | -13.6% | -9.8% | -3.7% | -7.6% |
| 3M | -6.8% | -25.5% | +18.7% | +13.3% |
| 6M | +13.2% | -27.7% | +40.8% | +39.5% |
| YTD | +24.4% | -6.6% | +31.0% | +29.1% |
| 1Y | +60.3% | +11.7% | +48.6% | +53.1% |
| All | +60.3% | +10.9% | +49.4% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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