+89.2%
FCX vs COMP
-52.0%
+141.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.3% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -14.7% | +16.6% | -31.3% | -17.0% |
| 3M | -11.2% | -23.5% | +12.4% | -7.7% |
| 6M | -11.4% | +25.7% | -37.1% | -15.8% |
| YTD | +17.7% | -3.4% | +21.1% | +15.1% |
| 1Y | +47.5% | +7.6% | +39.9% | +41.5% |
| 3Y | +83.9% | +423.6% | -339.7% | +29.0% |
| 5Y | +54.0% | -10.6% | +64.6% | +28.9% |
| All | +89.2% | -52.0% | +141.2% | +78.3% |
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