+26.6%
FCX vs CMI
+7.2%
+19.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.4% |
| 7D | +3.1% | +0.7% | +2.4% | +2.6% |
| 30D | +8.1% | -12.3% | +20.4% | +18.7% |
| 3M | +18.9% | -16.8% | +35.7% | +34.4% |
| 6M | +26.6% | +1.5% | +25.1% | +14.0% |
| All | +26.6% | +7.2% | +19.4% | +14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling