+61.5%
FCX vs CSX
+47.4%
+14.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +4.7% |
| 7D | -4.9% | -5.5% | +0.6% | -1.5% |
| 30D | -17.1% | +4.9% | -22.1% | -20.2% |
| 3M | -12.7% | -2.9% | -9.8% | -11.6% |
| 6M | -2.0% | +8.3% | -10.3% | -8.6% |
| YTD | +18.1% | +36.7% | -18.7% | -7.0% |
| 1Y | +55.2% | +41.5% | +13.7% | +19.4% |
| 3Y | +74.3% | +68.6% | +5.7% | +11.0% |
| All | +61.5% | +47.4% | +14.1% | +8.5% |
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