+60.3%
FCX vs CMS
+1.4%
+58.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.9% |
| 7D | -6.0% | +4.1% | -10.1% | -4.5% |
| 30D | -13.6% | +10.9% | -24.4% | -10.4% |
| 3M | -6.8% | -0.2% | -6.5% | -6.5% |
| 6M | +13.2% | -4.7% | +17.9% | +13.1% |
| YTD | +24.4% | +3.9% | +20.5% | +25.9% |
| 1Y | +60.3% | +0.4% | +59.9% | +62.9% |
| All | +60.3% | +1.4% | +58.9% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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