+612.2%
FCX vs CPAY
+155.2%
+457.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.3% | -2.0% | -0.3% | -1.2% |
| 30D | +2.7% | -0.4% | +3.0% | +2.5% |
| 3M | +7.4% | +16.4% | -9.0% | -3.5% |
| 6M | +16.0% | +23.5% | -7.5% | -0.6% |
| YTD | +40.9% | +35.7% | +5.3% | +10.6% |
| 1Y | +56.4% | +30.2% | +26.3% | +25.0% |
| 3Y | +84.2% | +49.7% | +34.5% | +28.3% |
| 5Y | +114.6% | +56.6% | +58.1% | +42.1% |
| All | +612.2% | +155.2% | +457.0% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling