+138.9%
FCX vs CNP
+76.4%
+62.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.2% | +4.9% |
| 7D | +5.7% | +1.6% | +4.1% | +5.1% |
| 30D | +10.1% | -0.8% | +10.8% | +10.2% |
| 3M | +20.2% | -3.6% | +23.7% | +21.1% |
| 6M | +29.7% | -6.9% | +36.6% | +32.1% |
| YTD | +51.9% | +6.4% | +45.5% | +45.0% |
| 1Y | +66.0% | +9.9% | +56.0% | +55.3% |
| 3Y | +102.7% | +53.1% | +49.7% | +56.0% |
| 5Y | +138.9% | +72.0% | +66.9% | +80.7% |
| All | +138.9% | +76.4% | +62.4% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling