+85.3%
FCX vs CMS
+36.5%
+48.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.9% | +0.4% | -5.2% | -4.9% |
| 30D | +4.8% | -3.6% | +8.4% | +5.0% |
| 3M | +4.6% | -1.9% | +6.5% | +4.2% |
| 6M | +10.8% | -11.0% | +21.8% | +12.2% |
| YTD | +44.2% | +0.2% | +44.0% | +42.6% |
| 1Y | +59.6% | -1.3% | +60.9% | +58.0% |
| All | +85.3% | +36.5% | +48.9% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling