+395.9%
FCX vs CSGP
+65.4%
+330.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -0.8% | -7.1% | +6.3% | +1.6% |
| 30D | -15.1% | +3.6% | -18.7% | -17.4% |
| 3M | -9.6% | -2.7% | -6.9% | -11.1% |
| 6M | -3.1% | -8.0% | +5.0% | -4.3% |
| YTD | +23.4% | -55.0% | +78.4% | +59.4% |
| 1Y | +52.7% | -55.8% | +108.4% | +98.2% |
| 3Y | +91.4% | -62.0% | +153.4% | +158.8% |
| 5Y | +62.7% | -62.9% | +125.7% | +116.1% |
| 10Y | +395.9% | +62.6% | +333.2% | +252.3% |
| All | +395.9% | +65.4% | +330.4% | +252.3% |
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