+1,015.5%
FCX vs CMI
+9,768.2%
-8,752.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.5% |
| 7D | -4.9% | -0.7% | -4.1% | -4.4% |
| 30D | +4.8% | -13.4% | +18.3% | +14.5% |
| 3M | +4.6% | -17.0% | +21.6% | +17.1% |
| 6M | +10.8% | -1.6% | +12.5% | +11.5% |
| YTD | +44.2% | +11.0% | +33.2% | +34.1% |
| 1Y | +59.6% | +41.9% | +17.7% | +27.1% |
| 3Y | +82.2% | +151.8% | -69.6% | +1.0% |
| 5Y | +115.6% | +163.6% | -48.0% | +16.3% |
| 10Y | +670.6% | +472.9% | +197.6% | +175.8% |
| All | +1,015.5% | +9,768.2% | -8,752.7% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling