+67.5%
FCX vs CSGP
-62.1%
+129.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.6% | -5.9% | -7.1% |
| 7D | -12.5% | +13.9% | -26.4% | -15.1% |
| 30D | -20.0% | +16.0% | -36.0% | -23.8% |
| 3M | -16.4% | +6.1% | -22.5% | -19.0% |
| 6M | +0.8% | -8.2% | +9.0% | +0.8% |
| YTD | +15.1% | -52.3% | +67.4% | +42.9% |
| 1Y | +45.3% | -54.5% | +99.8% | +83.8% |
| 3Y | +70.9% | -58.6% | +129.5% | +118.4% |
| 5Y | +67.5% | -61.5% | +129.0% | +126.3% |
| All | +67.5% | -62.1% | +129.6% | +126.3% |
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 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