+386.3%
FCX vs CTAS
+820.8%
-434.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.9% |
| 7D | -2.4% | +0.7% | -3.1% | -2.8% |
| 30D | -18.0% | +11.3% | -29.3% | -24.0% |
| 3M | -14.3% | +11.4% | -25.7% | -20.8% |
| 6M | -1.7% | +35.6% | -37.4% | -22.5% |
| YTD | +19.8% | +20.7% | -0.9% | +1.9% |
| 1Y | +48.6% | +22.8% | +25.8% | +24.7% |
| 3Y | +85.8% | +73.4% | +12.4% | +14.4% |
| 5Y | +72.2% | +117.6% | -45.4% | -12.5% |
| 10Y | +386.3% | +818.4% | -432.1% | -4.6% |
| All | +386.3% | +820.8% | -434.5% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling