+55.4%
FCX vs CP
+25.5%
+29.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -0.3% | +2.1% | -2.5% | -1.8% |
| 30D | -14.7% | +9.3% | -24.0% | -20.5% |
| 3M | -11.2% | +0.5% | -11.6% | -11.7% |
| 6M | -11.4% | +10.4% | -21.8% | -18.7% |
| YTD | +17.7% | +28.7% | -11.0% | -5.5% |
| 1Y | +47.5% | +33.2% | +14.3% | +15.2% |
| 3Y | +83.9% | +38.4% | +45.4% | +34.7% |
| All | +55.4% | +25.5% | +29.8% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling