+2,030.6%
FCX vs CNC
+5,330.7%
-3,300.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.7% | +9.0% | +6.1% |
| 7D | +5.7% | -1.0% | +6.7% | +5.9% |
| 30D | +10.1% | -1.8% | +11.9% | +10.3% |
| 3M | +20.2% | -0.7% | +20.9% | +19.9% |
| 6M | +29.7% | +47.9% | -18.3% | +16.6% |
| YTD | +51.9% | +56.9% | -5.0% | +34.4% |
| 1Y | +66.0% | +123.9% | -58.0% | +33.7% |
| 3Y | +102.7% | -1.3% | +104.0% | +86.2% |
| 5Y | +138.9% | +2.8% | +136.1% | +114.0% |
| 10Y | +701.1% | +90.9% | +610.2% | +512.2% |
| All | +2,030.6% | +5,330.7% | -3,300.1% | +867.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling