+115.0%
FCX vs CPNG
-51.9%
+167.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.4% |
| 7D | -1.9% | -5.4% | +3.6% | -0.5% |
| 30D | +3.4% | -11.1% | +14.5% | +6.5% |
| 3M | +15.0% | -3.0% | +18.0% | +14.9% |
| 6M | +14.6% | -23.5% | +38.2% | +20.8% |
| YTD | +41.2% | -37.8% | +79.0% | +56.2% |
| 1Y | +60.4% | -54.3% | +114.7% | +92.1% |
| 3Y | +88.4% | -20.8% | +109.2% | +93.3% |
| 5Y | +115.0% | -51.1% | +166.1% | +116.4% |
| All | +115.0% | -51.9% | +167.0% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling