+612.2%
FCX vs CNC
+99.9%
+512.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -2.3% | -0.9% | -1.4% | -2.2% |
| 30D | +2.7% | -1.0% | +3.6% | +2.7% |
| 3M | +7.4% | +4.5% | +2.9% | +5.9% |
| 6M | +16.0% | +85.2% | -69.2% | -1.3% |
| YTD | +40.9% | +61.4% | -20.5% | +22.8% |
| 1Y | +56.4% | +94.9% | -38.5% | +28.4% |
| 3Y | +84.2% | 0.0% | +84.2% | +69.0% |
| 5Y | +114.6% | +11.2% | +103.4% | +82.9% |
| All | +612.2% | +99.9% | +512.3% | +482.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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