+485.6%
FCX vs CMS
+125.4%
+360.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.1% |
| 7D | -4.9% | -1.3% | -3.6% | -4.6% |
| 30D | -17.1% | +6.3% | -23.4% | -18.4% |
| 3M | -12.7% | -2.1% | -10.6% | -12.4% |
| 6M | -2.0% | -5.1% | +3.1% | -1.3% |
| YTD | +18.1% | +1.3% | +16.8% | +16.7% |
| 1Y | +55.2% | -1.4% | +56.6% | +54.3% |
| 3Y | +74.3% | +36.9% | +37.4% | +56.5% |
| 5Y | +71.9% | +32.5% | +39.4% | +54.9% |
| All | +485.6% | +125.4% | +360.2% | +574.9% |
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 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