+61.5%
FCX vs CP
+24.4%
+37.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.9% |
| 7D | -4.9% | +2.8% | -7.7% | -6.8% |
| 30D | -17.1% | +10.2% | -27.3% | -23.2% |
| 3M | -12.7% | +2.4% | -15.0% | -14.6% |
| 6M | -2.0% | +7.7% | -9.6% | -8.5% |
| YTD | +18.1% | +26.0% | -7.9% | -3.6% |
| 1Y | +55.2% | +34.6% | +20.5% | +20.0% |
| 3Y | +74.3% | +26.7% | +47.6% | +37.7% |
| All | +61.5% | +24.4% | +37.1% | +27.3% |
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 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