+97.6%
FCX vs CPNG
-21.2%
+118.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +3.1% | -7.6% | +10.7% | +5.7% |
| 30D | +8.1% | -8.8% | +16.9% | +11.3% |
| 3M | +18.9% | -7.2% | +26.2% | +20.2% |
| 6M | +26.6% | -21.5% | +48.1% | +33.8% |
| YTD | +51.2% | -37.4% | +88.6% | +73.0% |
| 1Y | +75.6% | -54.3% | +129.9% | +128.5% |
| All | +97.6% | -21.2% | +118.8% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling