+386.3%
FCX vs CMS
+134.3%
+252.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.3% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | -18.0% | +7.4% | -25.4% | -19.5% |
| 3M | -14.3% | +1.9% | -16.1% | -14.8% |
| 6M | -1.7% | -2.3% | +0.6% | -1.7% |
| YTD | +19.8% | +3.0% | +16.9% | +17.9% |
| 1Y | +48.6% | -2.8% | +51.4% | +48.5% |
| 3Y | +85.8% | +37.9% | +47.9% | +65.9% |
| 5Y | +72.2% | +34.0% | +38.3% | +54.2% |
| 10Y | +386.3% | +138.1% | +248.2% | +431.6% |
| All | +386.3% | +134.3% | +252.0% | +431.6% |
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