+612.2%
FCX vs CNI
+138.2%
+474.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.1% |
| 7D | -2.3% | -0.4% | -1.9% | -1.9% |
| 30D | +2.7% | -2.7% | +5.4% | +5.4% |
| 3M | +7.4% | +3.9% | +3.5% | +2.6% |
| 6M | +16.0% | +16.4% | -0.3% | -1.8% |
| YTD | +40.9% | +25.8% | +15.1% | +9.5% |
| 1Y | +56.4% | +32.4% | +24.0% | +14.9% |
| 3Y | +84.2% | +19.1% | +65.1% | +47.3% |
| 5Y | +114.6% | +13.6% | +101.1% | +78.2% |
| All | +612.2% | +138.2% | +474.0% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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