+144.2%
FCX vs COMP
-49.4%
+193.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.3% | +8.7% | +5.9% |
| 7D | +5.7% | +4.1% | +1.7% | +5.0% |
| 30D | +10.1% | -14.5% | +24.6% | +12.6% |
| 3M | +20.2% | +41.8% | -21.6% | +12.6% |
| 6M | +29.7% | +23.6% | +6.1% | +23.1% |
| YTD | +51.9% | +1.7% | +50.2% | +47.9% |
| 1Y | +66.0% | +12.6% | +53.4% | +57.9% |
| 3Y | +102.7% | +221.9% | -119.1% | +53.8% |
| 5Y | +138.9% | -28.1% | +167.0% | +108.8% |
| All | +144.2% | -49.4% | +193.6% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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