+89.4%
FCX vs CPAY
+1,528.2%
-1,438.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.6% | +6.7% |
| 7D | +5.7% | +0.6% | +5.2% | +5.2% |
| 30D | +10.1% | +3.6% | +6.5% | +7.3% |
| 3M | +20.2% | +16.6% | +3.5% | +7.8% |
| 6M | +29.7% | +29.5% | +0.2% | +7.7% |
| YTD | +51.9% | +35.3% | +16.7% | +19.5% |
| 1Y | +66.0% | +30.6% | +35.3% | +32.1% |
| 3Y | +102.7% | +49.7% | +53.0% | +42.1% |
| 5Y | +138.9% | +54.4% | +84.4% | +61.3% |
| 10Y | +701.1% | +142.8% | +558.3% | +296.2% |
| All | +89.4% | +1,528.2% | -1,438.8% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling