+386.3%
FCX vs CSGP
+61.5%
+324.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.3% |
| 7D | -2.4% | -3.2% | +0.8% | -1.4% |
| 30D | -18.0% | +2.2% | -20.2% | -19.9% |
| 3M | -14.3% | -3.7% | -10.6% | -15.3% |
| 6M | -1.7% | -7.4% | +5.7% | -3.2% |
| YTD | +19.8% | -54.9% | +74.7% | +54.7% |
| 1Y | +48.6% | -54.9% | +103.5% | +91.3% |
| 3Y | +85.8% | -61.9% | +147.7% | +151.1% |
| 5Y | +72.2% | -63.1% | +135.3% | +129.2% |
| 10Y | +386.3% | +65.1% | +321.2% | +242.6% |
| All | +386.3% | +61.5% | +324.8% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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