+1,015.5%
FCX vs CPB
+128.1%
+887.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.9% |
| 7D | -4.9% | -8.6% | +3.7% | -3.2% |
| 30D | +4.8% | -7.2% | +12.1% | +6.3% |
| 3M | +4.6% | +0.9% | +3.7% | +3.7% |
| 6M | +10.8% | -11.8% | +22.6% | +12.7% |
| YTD | +44.2% | -19.4% | +63.6% | +49.0% |
| 1Y | +59.6% | -30.4% | +89.9% | +69.7% |
| 3Y | +82.2% | -40.2% | +122.4% | +96.4% |
| 5Y | +115.6% | -39.5% | +155.1% | +128.8% |
| 10Y | +670.6% | -47.4% | +717.9% | +710.7% |
| All | +1,015.5% | +128.1% | +887.4% | +665.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling