+114.3%
FCX vs CPB
-39.5%
+153.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.1% |
| 7D | -4.9% | -8.6% | +3.7% | -5.2% |
| 30D | +4.8% | -7.2% | +12.1% | +4.5% |
| 3M | +4.6% | +0.9% | +3.7% | +4.8% |
| 6M | +10.8% | -11.8% | +22.6% | +10.9% |
| YTD | +44.2% | -19.4% | +63.6% | +44.4% |
| 1Y | +59.6% | -30.4% | +89.9% | +60.3% |
| 3Y | +82.2% | -40.2% | +122.4% | +78.9% |
| All | +114.3% | -39.5% | +153.8% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling