+813.3%
FCX vs CP
+8,130.9%
-7,317.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.8% |
| 7D | -4.9% | +2.8% | -7.7% | -6.7% |
| 30D | -17.1% | +10.2% | -27.3% | -22.8% |
| 3M | -12.7% | +2.4% | -15.0% | -14.4% |
| 6M | -2.0% | +7.7% | -9.6% | -7.8% |
| YTD | +18.1% | +26.0% | -7.9% | -1.3% |
| 1Y | +55.2% | +34.6% | +20.5% | +24.0% |
| 3Y | +74.3% | +26.7% | +47.6% | +44.0% |
| 5Y | +71.9% | +24.9% | +47.0% | +43.8% |
| 10Y | +498.4% | +258.6% | +239.7% | +155.0% |
| All | +813.3% | +8,130.9% | -7,317.6% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling