+114.3%
FCX vs CSX
+65.9%
+48.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.3% |
| 7D | -4.9% | -3.4% | -1.5% | -2.7% |
| 30D | +4.8% | -3.1% | +7.9% | +7.1% |
| 3M | +4.6% | +7.2% | -2.6% | -0.6% |
| 6M | +10.8% | +16.2% | -5.3% | -1.2% |
| YTD | +44.2% | +37.5% | +6.7% | +14.3% |
| 1Y | +59.6% | +53.2% | +6.3% | +17.2% |
| 3Y | +82.2% | +68.2% | +14.0% | +18.0% |
| All | +114.3% | +65.9% | +48.5% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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