+48.6%
FCX vs COMP
+16.2%
+32.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.4% | +4.2% | -1.7% |
| 7D | -2.4% | +7.2% | -9.6% | -3.7% |
| 30D | -18.0% | +6.4% | -24.4% | -19.2% |
| 3M | -14.3% | -19.4% | +5.2% | -11.2% |
| 6M | -1.7% | +14.6% | -16.3% | -7.1% |
| YTD | +19.8% | -5.5% | +25.3% | +12.5% |
| 1Y | +48.6% | +13.7% | +35.0% | +37.0% |
| All | +48.6% | +16.2% | +32.5% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling