+701.1%
FCX vs CP
+219.6%
+481.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +5.8% |
| 7D | +5.7% | +2.4% | +3.3% | +3.5% |
| 30D | +10.1% | -0.5% | +10.6% | +10.4% |
| 3M | +20.2% | +1.4% | +18.8% | +17.8% |
| 6M | +29.7% | +10.3% | +19.4% | +17.2% |
| YTD | +51.9% | +24.3% | +27.6% | +23.0% |
| 1Y | +66.0% | +20.4% | +45.5% | +38.1% |
| 3Y | +102.7% | +21.8% | +81.0% | +63.1% |
| 5Y | +138.9% | +31.5% | +107.3% | +76.8% |
| 10Y | +701.1% | +223.2% | +477.8% | +186.8% |
| All | +701.1% | +219.6% | +481.4% | +186.8% |
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