+1,015.5%
FCX vs CNP
+918.3%
+97.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -4.9% | +1.1% | -6.0% | -5.2% |
| 30D | +4.8% | -1.8% | +6.6% | +5.3% |
| 3M | +4.6% | -4.6% | +9.3% | +5.8% |
| 6M | +10.8% | -8.8% | +19.7% | +13.4% |
| YTD | +44.2% | +5.2% | +39.0% | +40.2% |
| 1Y | +59.6% | +8.3% | +51.3% | +53.3% |
| 3Y | +82.2% | +54.9% | +27.4% | +53.0% |
| 5Y | +115.6% | +73.5% | +42.1% | +73.7% |
| 10Y | +670.6% | +139.1% | +531.4% | +444.7% |
| All | +1,015.5% | +918.3% | +97.2% | +415.2% |
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 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