+1,247.3%
FCX vs CSGP
+3,461.1%
-2,213.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.6% | -5.9% | -7.1% |
| 7D | -12.5% | +13.9% | -26.4% | -15.3% |
| 30D | -20.0% | +16.0% | -36.0% | -23.7% |
| 3M | -16.4% | +6.1% | -22.5% | -19.0% |
| 6M | +0.8% | -8.2% | +9.0% | 0.0% |
| YTD | +15.1% | -52.3% | +67.4% | +32.8% |
| 1Y | +45.3% | -54.5% | +99.8% | +69.7% |
| 3Y | +70.9% | -58.6% | +129.5% | +102.4% |
| 5Y | +67.5% | -61.5% | +129.0% | +99.4% |
| 10Y | +483.0% | +74.7% | +408.4% | +386.6% |
| All | +1,247.3% | +3,461.1% | -2,213.8% | +633.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling