+61.5%
FCX vs COMP
-17.6%
+79.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.7% | -8.1% | +0.9% |
| 7D | -4.9% | +13.4% | -18.3% | -6.9% |
| 30D | -17.1% | +11.1% | -28.2% | -18.8% |
| 3M | -12.7% | -18.8% | +6.2% | -10.2% |
| 6M | -2.0% | +10.5% | -12.5% | -4.9% |
| YTD | +18.1% | -3.4% | +21.5% | +15.4% |
| 1Y | +55.2% | +19.7% | +35.5% | +46.3% |
| 3Y | +74.3% | +381.6% | -307.3% | +23.9% |
| All | +61.5% | -17.6% | +79.1% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling