+1,075.1%
FCX vs CMI
+9,782.2%
-8,707.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.3% |
| 7D | +5.7% | +1.9% | +3.8% | +4.5% |
| 30D | +10.1% | -12.5% | +22.6% | +19.4% |
| 3M | +20.2% | -16.2% | +36.4% | +33.6% |
| 6M | +29.7% | +4.9% | +24.8% | +25.3% |
| YTD | +51.9% | +11.1% | +40.8% | +41.2% |
| 1Y | +66.0% | +43.4% | +22.6% | +31.3% |
| 3Y | +102.7% | +154.1% | -51.3% | +11.8% |
| 5Y | +138.9% | +169.5% | -30.6% | +27.2% |
| 10Y | +701.1% | +503.8% | +197.3% | +179.4% |
| All | +1,075.1% | +9,782.2% | -8,707.1% | +28.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling