+114.3%
FCX vs COMP
-31.2%
+145.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -4.9% | +1.4% | -6.2% | -5.1% |
| 30D | +4.8% | -13.3% | +18.1% | +7.0% |
| 3M | +4.6% | +41.1% | -36.5% | -1.9% |
| 6M | +10.8% | +17.2% | -6.4% | +6.1% |
| YTD | +44.2% | +5.2% | +39.0% | +39.6% |
| 1Y | +59.6% | +18.9% | +40.6% | +50.5% |
| 3Y | +82.2% | +215.9% | -133.7% | +38.7% |
| All | +114.3% | -31.2% | +145.5% | +90.8% |
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