+114.3%
FCX vs CP
+32.0%
+82.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -4.9% | -2.7% | -2.2% | -2.9% |
| 30D | +4.8% | +0.2% | +4.6% | +4.6% |
| 3M | +4.6% | +2.6% | +2.0% | +1.9% |
| 6M | +10.8% | +6.0% | +4.9% | +4.8% |
| YTD | +44.2% | +24.9% | +19.3% | +19.0% |
| 1Y | +59.6% | +20.1% | +39.5% | +35.9% |
| 3Y | +82.2% | +16.4% | +65.9% | +55.7% |
| All | +114.3% | +32.0% | +82.3% | +59.9% |
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