+55.2%
FCX vs CSGP
-56.4%
+111.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.7% | +7.3% | +1.8% |
| 7D | -4.9% | +1.3% | -6.1% | -4.6% |
| 30D | -17.1% | +10.7% | -27.8% | -15.1% |
| 3M | -12.7% | +3.3% | -15.9% | -11.2% |
| 6M | -2.0% | -10.3% | +8.4% | -1.2% |
| YTD | +18.1% | -54.6% | +72.6% | +13.3% |
| 1Y | +55.2% | -54.6% | +109.8% | +48.9% |
| All | +55.2% | -56.4% | +111.6% | +48.9% |
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