+108.9%
FCX vs CPNG
-75.9%
+184.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.6% |
| 7D | -4.9% | -7.4% | +2.6% | -3.1% |
| 30D | +4.8% | -4.4% | +9.3% | +5.8% |
| 3M | +4.6% | -7.5% | +12.1% | +5.9% |
| 6M | +10.8% | -19.9% | +30.8% | +15.0% |
| YTD | +44.2% | -35.2% | +79.4% | +56.5% |
| 1Y | +59.6% | -46.8% | +106.3% | +80.8% |
| 3Y | +82.2% | -20.2% | +102.4% | +86.5% |
| 5Y | +115.6% | -48.4% | +164.1% | +113.5% |
| All | +108.9% | -75.9% | +184.8% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling