+383.2%
FCX vs CPB
-40.8%
+424.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.7% |
| 7D | +4.4% | -5.8% | +10.2% | +4.4% |
| 30D | -16.3% | +16.5% | -32.8% | -16.3% |
| 3M | -12.5% | -1.1% | -11.4% | -12.4% |
| 6M | -8.0% | +11.5% | -19.5% | -8.0% |
| YTD | +20.1% | -15.7% | +35.9% | +20.7% |
| 1Y | +45.9% | -24.7% | +70.6% | +47.1% |
| 3Y | +86.2% | -37.3% | +123.5% | +87.1% |
| 5Y | +57.1% | -35.0% | +92.1% | +57.9% |
| All | +383.2% | -40.8% | +424.0% | +394.8% |
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