+97.6%
FCX vs CNC
-2.4%
+100.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +3.1% | -4.9% | +8.0% | +3.0% |
| 30D | +8.1% | -3.8% | +11.9% | +8.0% |
| 3M | +18.9% | -3.2% | +22.2% | +18.9% |
| 6M | +26.6% | +47.9% | -21.3% | +27.9% |
| YTD | +51.2% | +55.7% | -4.5% | +52.6% |
| 1Y | +75.6% | +106.2% | -30.7% | +78.3% |
| All | +97.6% | -2.4% | +100.0% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling