+386.3%
FCX vs CPB
-40.9%
+427.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -3.2% |
| 7D | -2.4% | +2.9% | -5.2% | -2.4% |
| 30D | -18.0% | +17.6% | -35.6% | -17.9% |
| 3M | -14.3% | +2.0% | -16.3% | -14.2% |
| 6M | -1.7% | +11.6% | -13.4% | -1.7% |
| YTD | +19.8% | -13.8% | +33.6% | +20.5% |
| 1Y | +48.6% | -21.6% | +70.2% | +49.8% |
| 3Y | +85.8% | -35.8% | +121.6% | +86.7% |
| 5Y | +72.2% | -33.3% | +105.5% | +73.2% |
| 10Y | +386.3% | -39.4% | +425.7% | +396.8% |
| All | +386.3% | -40.9% | +427.2% | +396.8% |
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