+813.3%
FCX vs CMS
+654.5%
+158.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.4% |
| 7D | -4.9% | -1.3% | -3.6% | -4.4% |
| 30D | -17.1% | +6.3% | -23.4% | -19.2% |
| 3M | -12.7% | -2.1% | -10.6% | -12.3% |
| 6M | -2.0% | -5.1% | +3.1% | -0.9% |
| YTD | +18.1% | +1.3% | +16.8% | +16.1% |
| 1Y | +55.2% | -1.4% | +56.6% | +53.9% |
| 3Y | +74.3% | +36.9% | +37.4% | +50.1% |
| 5Y | +71.9% | +32.5% | +39.4% | +48.0% |
| 10Y | +498.4% | +126.8% | +371.6% | +297.9% |
| All | +813.3% | +654.5% | +158.8% | +177.6% |
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 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