+69.9%
FCX vs COMP
+309.8%
-239.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -8.2% | +0.7% | -6.2% |
| 7D | -12.5% | -1.8% | -10.6% | -12.2% |
| 30D | -20.0% | -0.8% | -19.3% | -20.1% |
| 3M | -16.4% | -28.1% | +11.8% | -12.2% |
| 6M | +0.8% | +27.0% | -26.2% | -5.0% |
| YTD | +15.1% | -12.8% | +27.8% | +13.6% |
| 1Y | +45.3% | +4.9% | +40.4% | +39.4% |
| All | +69.9% | +309.8% | -239.9% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling