+70.5%
FCX vs CPNG
-76.1%
+146.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -0.3% | -6.8% | +6.4% | +1.3% |
| 30D | -14.7% | +5.5% | -20.2% | -15.9% |
| 3M | -11.2% | -6.8% | -4.4% | -10.0% |
| 6M | -11.4% | -4.8% | -6.6% | -11.3% |
| YTD | +17.7% | -35.6% | +53.3% | +27.6% |
| 1Y | +47.5% | -46.8% | +94.2% | +66.8% |
| 3Y | +83.9% | -0.8% | +84.7% | +80.5% |
| 5Y | +54.0% | -42.9% | +96.8% | +51.9% |
| All | +70.5% | -76.1% | +146.6% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling