+87.6%
FCX vs CPNG
-0.3%
+88.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -1.3% |
| 7D | +4.4% | -6.9% | +11.3% | +6.8% |
| 30D | -16.3% | +1.1% | -17.5% | -16.8% |
| 3M | -12.5% | -6.3% | -6.2% | -11.0% |
| 6M | -8.0% | -3.8% | -4.2% | -8.5% |
| YTD | +20.1% | -35.2% | +55.3% | +35.7% |
| 1Y | +45.9% | -47.0% | +92.9% | +79.0% |
| All | +87.6% | -0.3% | +88.0% | +66.5% |
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