+130.2%
FCX vs CNC
+3.0%
+127.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +3.1% | -4.9% | +8.0% | +3.4% |
| 30D | +8.1% | -3.8% | +11.9% | +8.3% |
| 3M | +18.9% | -3.2% | +22.2% | +19.1% |
| 6M | +26.6% | +47.9% | -21.3% | +22.8% |
| YTD | +51.2% | +55.7% | -4.5% | +45.8% |
| 1Y | +75.6% | +106.2% | -30.7% | +64.7% |
| 3Y | +101.7% | -2.1% | +103.8% | +98.5% |
| All | +130.2% | +3.0% | +127.2% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling