+47.5%
FCX vs CSGP
-54.8%
+102.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -1.5% |
| 7D | -0.3% | +1.3% | -1.6% | -0.1% |
| 30D | -14.7% | +2.8% | -17.5% | -13.8% |
| 3M | -11.2% | -6.3% | -4.8% | -11.4% |
| 6M | -11.4% | -3.2% | -8.2% | -10.1% |
| YTD | +17.7% | -54.0% | +71.7% | +12.8% |
| 1Y | +47.5% | -54.8% | +102.3% | +41.3% |
| All | +47.5% | -54.8% | +102.3% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling