+813.3%
FCX vs CNP
+943.7%
-130.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.0% |
| 7D | -4.9% | -4.2% | -0.7% | -3.4% |
| 30D | -17.1% | +5.5% | -22.7% | -18.8% |
| 3M | -12.7% | +0.6% | -13.2% | -13.1% |
| 6M | -2.0% | -2.8% | +0.9% | -1.7% |
| YTD | +18.1% | +7.9% | +10.2% | +13.7% |
| 1Y | +55.2% | +6.7% | +48.5% | +49.9% |
| 3Y | +74.3% | +61.1% | +13.2% | +44.3% |
| 5Y | +71.9% | +73.0% | -1.1% | +38.8% |
| 10Y | +498.4% | +141.9% | +356.5% | +320.0% |
| All | +813.3% | +943.7% | -130.4% | +317.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling