+60.3%
FCX vs CPNG
-45.7%
+106.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.0% | -10.6% | -0.8% |
| 7D | -6.0% | +20.8% | -26.8% | -9.4% |
| 30D | -13.6% | +20.1% | -33.7% | -16.6% |
| 3M | -6.8% | +1.6% | -8.4% | -7.3% |
| 6M | +13.2% | -15.8% | +29.0% | +14.4% |
| YTD | +24.4% | -27.7% | +52.1% | +28.0% |
| 1Y | +60.3% | -46.9% | +107.2% | +83.8% |
| All | +60.3% | -45.7% | +106.0% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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