+61.5%
FCX vs CSGP
-63.4%
+124.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.7% | +7.3% | +3.7% |
| 7D | -4.9% | +1.3% | -6.1% | -5.2% |
| 30D | -17.1% | +10.7% | -27.8% | -20.2% |
| 3M | -12.7% | +3.3% | -15.9% | -15.0% |
| 6M | -2.0% | -10.3% | +8.4% | -1.8% |
| YTD | +18.1% | -54.6% | +72.6% | +48.2% |
| 1Y | +55.2% | -54.6% | +109.8% | +94.4% |
| 3Y | +74.3% | -60.3% | +134.7% | +124.6% |
| All | +61.5% | -63.4% | +124.9% | +120.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling