+395.9%
FCX vs CMS
+137.8%
+258.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -0.8% | -1.1% | +0.4% | -0.5% |
| 30D | -15.1% | +6.6% | -21.6% | -16.4% |
| 3M | -9.6% | +0.8% | -10.4% | -9.9% |
| 6M | -3.1% | -3.3% | +0.3% | -2.8% |
| YTD | +23.4% | +2.7% | +20.7% | +21.5% |
| 1Y | +52.7% | -4.0% | +56.7% | +53.0% |
| 3Y | +91.4% | +37.6% | +53.8% | +71.0% |
| 5Y | +62.7% | +35.4% | +27.3% | +45.3% |
| 10Y | +395.9% | +136.0% | +259.8% | +442.6% |
| All | +395.9% | +137.8% | +258.1% | +442.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling