+99.1%
FCX vs COMP
-49.2%
+148.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.7% | -0.8% | +4.0% |
| 7D | -1.0% | +14.5% | -15.6% | -3.2% |
| 30D | -15.2% | +14.9% | -30.1% | -17.4% |
| 3M | -10.3% | -14.2% | +4.0% | -8.6% |
| 6M | +1.6% | +23.7% | -22.2% | -3.3% |
| YTD | +23.9% | +2.1% | +21.8% | +20.0% |
| 1Y | +58.0% | +26.2% | +31.8% | +47.8% |
| 3Y | +94.6% | +470.9% | -376.3% | +34.6% |
| 5Y | +70.4% | -14.0% | +84.4% | +43.4% |
| All | +99.1% | -49.2% | +148.3% | +86.0% |
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