+653.3%
FCX vs CSGP
+45.2%
+608.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +1.1% |
| 7D | -4.9% | -4.1% | -0.8% | -3.5% |
| 30D | +4.8% | +2.3% | +2.5% | +3.3% |
| 3M | +4.6% | -8.2% | +12.8% | +5.9% |
| 6M | +10.8% | -35.1% | +45.9% | +28.0% |
| YTD | +44.2% | -54.0% | +98.2% | +88.9% |
| 1Y | +59.6% | -65.3% | +124.9% | +136.5% |
| 3Y | +82.2% | -62.6% | +144.8% | +153.6% |
| 5Y | +115.6% | -64.8% | +180.4% | +200.0% |
| All | +653.3% | +45.2% | +608.1% | +471.0% |
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