+701.1%
FCX vs CMS
+117.1%
+584.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.9% | +5.2% |
| 7D | +5.7% | +1.2% | +4.5% | +5.4% |
| 30D | +10.1% | -3.2% | +13.2% | +10.8% |
| 3M | +20.2% | -2.2% | +22.4% | +20.4% |
| 6M | +29.7% | -9.4% | +39.1% | +32.3% |
| YTD | +51.9% | +0.7% | +51.3% | +50.4% |
| 1Y | +66.0% | +0.4% | +65.6% | +64.2% |
| 3Y | +102.7% | +35.2% | +67.6% | +81.8% |
| 5Y | +138.9% | +24.1% | +114.7% | +118.0% |
| 10Y | +701.1% | +115.8% | +585.3% | +698.7% |
| All | +701.1% | +117.1% | +584.0% | +698.7% |
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