+701.1%
FCX vs CPB
-45.7%
+746.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.6% | +5.3% |
| 7D | +5.7% | -8.2% | +14.0% | +5.8% |
| 30D | +10.1% | -5.6% | +15.7% | +10.1% |
| 3M | +20.2% | +3.0% | +17.2% | +20.1% |
| 6M | +29.7% | -12.7% | +42.4% | +30.1% |
| YTD | +51.9% | -18.0% | +69.9% | +52.7% |
| 1Y | +66.0% | -31.7% | +97.7% | +68.0% |
| 3Y | +102.7% | -41.0% | +143.7% | +104.5% |
| 5Y | +138.9% | -38.4% | +177.2% | +140.6% |
| 10Y | +701.1% | -45.0% | +746.0% | +756.9% |
| All | +701.1% | -45.7% | +746.7% | +756.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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