+383.2%
FCX vs CNP
+145.0%
+238.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +4.4% | +2.5% | +2.0% | +3.1% |
| 30D | -16.3% | +4.0% | -20.4% | -18.3% |
| 3M | -12.5% | +1.6% | -14.1% | -13.6% |
| 6M | -8.0% | -1.7% | -6.3% | -8.3% |
| YTD | +20.1% | +8.6% | +11.5% | +12.4% |
| 1Y | +45.9% | +5.8% | +40.1% | +38.4% |
| 3Y | +86.2% | +63.0% | +23.2% | +34.6% |
| 5Y | +57.1% | +74.7% | -17.6% | +8.3% |
| All | +383.2% | +145.0% | +238.2% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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