+383.2%
FCX vs CTAS
+817.6%
-434.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +4.4% | +0.5% | +3.9% | +4.0% |
| 30D | -16.3% | +10.2% | -26.6% | -21.9% |
| 3M | -12.5% | +12.1% | -24.6% | -19.4% |
| 6M | -8.0% | +38.3% | -46.3% | -28.4% |
| YTD | +20.1% | +21.9% | -1.8% | +1.5% |
| 1Y | +45.9% | +24.0% | +21.9% | +21.7% |
| 3Y | +86.2% | +75.1% | +11.1% | +13.9% |
| 5Y | +57.1% | +116.9% | -59.8% | -19.8% |
| All | +383.2% | +817.6% | -434.4% | -7.6% |
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