+858.0%
FCX vs CPB
+147.0%
+711.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.1% |
| 7D | -1.0% | +3.3% | -4.3% | -1.7% |
| 30D | -15.2% | +19.0% | -34.2% | -18.4% |
| 3M | -10.3% | +0.4% | -10.7% | -10.8% |
| 6M | +1.6% | +13.0% | -11.4% | -2.0% |
| YTD | +23.9% | -12.7% | +36.6% | +25.5% |
| 1Y | +58.0% | -20.9% | +78.9% | +63.4% |
| 3Y | +94.6% | -35.4% | +130.0% | +106.0% |
| 5Y | +70.4% | -32.3% | +102.7% | +75.9% |
| 10Y | +430.7% | -40.5% | +471.2% | +439.8% |
| All | +858.0% | +147.0% | +711.1% | +544.7% |
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