+115.0%
FCX vs CPAY
+53.2%
+61.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -6.9% |
| 7D | -1.9% | -2.7% | +0.8% | -0.5% |
| 30D | +3.4% | +0.6% | +2.8% | +2.8% |
| 3M | +15.0% | +17.0% | -2.1% | +4.5% |
| 6M | +14.6% | +24.1% | -9.5% | +0.2% |
| YTD | +41.2% | +35.7% | +5.5% | +14.3% |
| 1Y | +60.4% | +34.0% | +26.4% | +29.8% |
| 3Y | +88.4% | +50.3% | +38.2% | +34.6% |
| 5Y | +115.0% | +56.7% | +58.4% | +44.5% |
| All | +115.0% | +53.2% | +61.9% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling