+1,015.5%
FCX vs CP
+8,062.2%
-7,046.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -4.9% | -2.7% | -2.2% | -3.1% |
| 30D | +4.8% | +0.2% | +4.6% | +4.6% |
| 3M | +4.6% | +2.6% | +2.0% | +2.2% |
| 6M | +10.8% | +6.0% | +4.9% | +5.4% |
| YTD | +44.2% | +24.9% | +19.3% | +21.8% |
| 1Y | +59.6% | +20.1% | +39.5% | +38.5% |
| 3Y | +82.2% | +16.4% | +65.9% | +60.3% |
| 5Y | +115.6% | +31.7% | +83.9% | +74.5% |
| 10Y | +670.6% | +223.9% | +446.7% | +252.1% |
| All | +1,015.5% | +8,062.2% | -7,046.7% | +51.6% |
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