+45.9%
FCX vs CPB
-25.8%
+71.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.9% |
| 7D | +4.4% | -5.8% | +10.2% | +3.2% |
| 30D | -16.3% | +16.5% | -32.8% | -13.7% |
| 3M | -12.5% | -1.1% | -11.4% | -11.9% |
| 6M | -8.0% | +11.5% | -19.5% | -4.6% |
| YTD | +20.1% | -15.7% | +35.9% | +21.4% |
| 1Y | +45.9% | -24.7% | +70.6% | +48.6% |
| All | +45.9% | -25.8% | +71.8% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling