+104.1%
FCX vs CPNG
-76.2%
+180.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.9% |
| 7D | -2.3% | -1.1% | -1.2% | -2.1% |
| 30D | +2.7% | -7.4% | +10.0% | +4.4% |
| 3M | +7.4% | -12.3% | +19.7% | +10.0% |
| 6M | +16.0% | -19.4% | +35.5% | +20.2% |
| YTD | +40.9% | -35.9% | +76.8% | +53.3% |
| 1Y | +56.4% | -53.4% | +109.8% | +83.1% |
| 3Y | +84.2% | -20.0% | +104.2% | +88.5% |
| 5Y | +114.6% | -49.6% | +164.2% | +112.8% |
| All | +104.1% | -76.2% | +180.3% | +100.3% |
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