+430.7%
FCX vs CP
+261.0%
+169.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.9% | +3.2% |
| 7D | -1.0% | +2.8% | -3.8% | -3.3% |
| 30D | -15.2% | +11.3% | -26.6% | -22.9% |
| 3M | -10.3% | +2.9% | -13.1% | -12.9% |
| 6M | +1.6% | +9.8% | -8.2% | -7.5% |
| YTD | +23.9% | +28.5% | -4.7% | -3.0% |
| 1Y | +58.0% | +33.5% | +24.5% | +19.7% |
| 3Y | +94.6% | +31.9% | +62.6% | +45.1% |
| 5Y | +70.4% | +25.5% | +44.9% | +31.6% |
| 10Y | +430.7% | +257.6% | +173.1% | +81.3% |
| All | +430.7% | +261.0% | +169.7% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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