+1,015.5%
FCX vs CMS
+646.6%
+368.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.9% | +0.4% | -5.2% | -5.0% |
| 30D | +4.8% | -3.6% | +8.4% | +6.1% |
| 3M | +4.6% | -1.9% | +6.5% | +4.7% |
| 6M | +10.8% | -11.0% | +21.8% | +14.9% |
| YTD | +44.2% | +0.2% | +44.0% | +42.7% |
| 1Y | +59.6% | -1.3% | +60.9% | +58.4% |
| 3Y | +82.2% | +35.9% | +46.3% | +57.6% |
| 5Y | +115.6% | +23.1% | +92.5% | +91.2% |
| 10Y | +670.6% | +117.9% | +552.6% | +422.7% |
| All | +1,015.5% | +646.6% | +368.8% | +241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling